EQ PREMIER VIP TRUST
EQ/CONSERVATIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
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INVESTMENT COMPANIES: |
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Equity (19.5%) |
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1290 VT Equity Income Portfolio |
847,937 | $ | 3,886,077 | |||||
1290 VT GAMCO Small Company Value Portfolio |
20,306 | 1,177,700 | ||||||
1290 VT Micro Cap Portfolio |
233,353 | 1,906,101 | ||||||
ATM International Managed Volatility Portfolio |
1,329,119 | 10,682,394 | ||||||
ATM Large Cap Managed Volatility Portfolio |
3,912,543 | 49,564,351 | ||||||
ATM Mid Cap Managed Volatility Portfolio |
2,099,845 | 14,217,612 | ||||||
ATM Small Cap Managed Volatility Portfolio |
563,521 | 5,238,636 | ||||||
EQ/AB Small Cap Growth Portfolio* |
245,259 | 3,486,345 | ||||||
EQ/American Century Mid Cap Value Portfolio |
142,434 | 3,091,575 | ||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
1,046,230 | 8,025,693 | ||||||
EQ/Global Equity Managed Volatility Portfolio |
303,911 | 3,936,956 | ||||||
EQ/International Core Managed Volatility Portfolio |
294,023 | 2,477,346 | ||||||
EQ/International Equity Index Portfolio |
66,567 | 528,037 | ||||||
EQ/International Value Managed Volatility Portfolio |
356,687 | 3,560,588 | ||||||
EQ/Janus Enterprise Portfolio |
304,922 | 5,752,387 | ||||||
EQ/JPMorgan Value Opportunities Portfolio |
221,723 | 3,942,420 | ||||||
EQ/Large Cap Core Managed Volatility Portfolio |
1,213,254 | 11,854,253 | ||||||
EQ/Large Cap Growth Index Portfolio |
69,568 | 1,211,907 | ||||||
EQ/Large Cap Value Managed Volatility Portfolio |
345,144 | 5,523,027 | ||||||
EQ/Loomis Sayles Growth Portfolio* |
655,161 | 5,224,078 | ||||||
EQ/MFS International Growth Portfolio |
691,917 | 4,267,064 | ||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
331,346 | 1,940,437 | ||||||
EQ/T. Rowe Price Growth Stock Portfolio |
68,800 | 3,351,182 | ||||||
EQ/Value Equity Portfolio |
214,470 | 3,739,390 | ||||||
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Total Equity |
158,585,556 | |||||||
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Fixed Income (80.3%) |
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1290 Diversified Bond Fund |
2,911,682 | 25,360,751 | ||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
5,391,433 | 46,523,286 | ||||||
1290 VT High Yield Bond Portfolio |
1,391,473 | 11,681,339 | ||||||
EQ/Core Bond Index Portfolio |
14,554,526 | 131,795,424 | ||||||
EQ/Core Plus Bond Portfolio |
11,043,709 | 37,908,074 | ||||||
EQ/Intermediate Government Bond Portfolio |
17,782,821 | 168,003,525 | ||||||
EQ/Long-Term Bond Portfolio |
8,425,778 | 58,960,227 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
7,678,753 | 74,407,599 | ||||||
EQ/Quality Bond PLUS Portfolio |
5,253,089 | 39,974,944 | ||||||
Multimanager Core Bond Portfolio |
7,116,029 | 59,759,910 | ||||||
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|
|||||||
Total Fixed Income |
654,375,079 | |||||||
|
|
|||||||
Total Investments in Securities (99.8%) |
812,960,635 | |||||||
Other Assets Less Liabilities (0.2%) |
1,344,114 | |||||||
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|
|||||||
Net Assets (100%) |
$ | 814,304,749 | ||||||
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|
* | Non-income producing. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
1
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
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INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
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1290 VT Equity Income Portfolio |
847,937 | 6,120,405 | 172,227 | (1,905,742 | ) | 421,472 | (922,285 | ) | 3,886,077 | | | |||||||||||||||||||||||||
1290 VT GAMCO Small Company Value Portfolio |
20,306 | 729,662 | 700,000 | | | (251,962 | ) | 1,177,700 | | | ||||||||||||||||||||||||||
1290 VT Micro Cap Portfolio |
233,353 | 2,067,112 | 757,409 | (268,581 | ) | (156 | ) | (649,683 | ) | 1,906,101 | | | ||||||||||||||||||||||||
ATM International Managed Volatility Portfolio |
1,329,119 | 14,017,941 | 2,187,043 | (1,542,903 | ) | (1,263 | ) | (3,978,424 | ) | 10,682,394 | | | ||||||||||||||||||||||||
ATM Large Cap Managed Volatility Portfolio |
3,912,543 | 72,436,698 | 4,350,033 | (10,451,676 | ) | 65,090 | (16,835,794 | ) | 49,564,351 | | | |||||||||||||||||||||||||
ATM Mid Cap Managed Volatility Portfolio |
2,099,845 | 19,806,607 | 1,621,860 | (2,880,064 | ) | 26,770 | (4,357,561 | ) | 14,217,612 | | | |||||||||||||||||||||||||
ATM Small Cap Managed Volatility Portfolio |
563,521 | 5,158,352 | 2,014,817 | (537,161 | ) | (2,538 | ) | (1,394,834 | ) | 5,238,636 | | | ||||||||||||||||||||||||
EQ/AB Small Cap Growth Portfolio* |
245,259 | 3,333,897 | 1,607,409 | (268,581 | ) | 3,772 | (1,190,152 | ) | 3,486,345 | | | |||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
142,434 | 3,566,659 | 257,409 | (268,581 | ) | 5,403 | (469,315 | ) | 3,091,575 | | | |||||||||||||||||||||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
1,046,230 | 11,284,022 | 1,329,634 | (1,074,322 | ) | (64,774 | ) | (3,448,867 | ) | 8,025,693 | | | ||||||||||||||||||||||||
EQ/Global Equity Managed Volatility Portfolio |
303,911 | 5,481,013 | 564,818 | (537,161 | ) | (23,260 | ) | (1,548,454 | ) | 3,936,956 | | | ||||||||||||||||||||||||
EQ/International Core Managed Volatility Portfolio |
294,023 | 3,170,529 | 714,817 | (537,161 | ) | (13,485 | ) | (857,354 | ) | 2,477,346 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
66,567 | 717,461 | | | | (189,424 | ) | 528,037 | | | ||||||||||||||||||||||||||
EQ/International Value Managed Volatility Portfolio |
356,687 | 4,751,051 | 714,816 | (537,161 | ) | 1,246 | (1,369,364 | ) | 3,560,588 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
304,922 | 7,309,281 | 694,816 | (537,161 | ) | 494 | (1,715,043 | ) | 5,752,387 | | | |||||||||||||||||||||||||
EQ/JPMorgan Value Opportunities Portfolio |
221,723 | 6,030,593 | 172,226 | (1,805,742 | ) | 198,358 | (653,015 | ) | 3,942,420 | | | |||||||||||||||||||||||||
EQ/Large Cap Core Managed Volatility Portfolio |
1,213,254 | 17,039,715 | 344,453 | (1,711,484 | ) | (142,721 | ) | (3,675,710 | ) | 11,854,253 | | | ||||||||||||||||||||||||
EQ/Large Cap Growth Index Portfolio |
69,568 | 1,988,951 | | (200,000 | ) | 7,847 | (584,891 | ) | 1,211,907 | | | |||||||||||||||||||||||||
EQ/Large Cap Value Managed Volatility Portfolio |
345,144 | 9,272,873 | 229,633 | (2,474,322 | ) | 317,264 | (1,822,421 | ) | 5,523,027 | | | |||||||||||||||||||||||||
EQ/Loomis Sayles Growth Portfolio* |
655,161 | 6,390,074 | 1,414,817 | (537,161 | ) | (2,277 | ) | (2,041,375 | ) | 5,224,078 | | | ||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
691,917 | 5,801,454 | 464,818 | (537,161 | ) | (16,382 | ) | (1,445,665 | ) | 4,267,064 | | | ||||||||||||||||||||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
331,346 | 2,167,134 | 1,107,408 | (268,581 | ) | 2,342 | (1,067,866 | ) | 1,940,437 | | | |||||||||||||||||||||||||
EQ/T. Rowe Price Growth Stock Portfolio |
68,800 | 2,740,281 | 2,257,408 | (268,581 | ) | (5,573 | ) | (1,372,353 | ) | 3,351,182 | | | ||||||||||||||||||||||||
EQ/Value Equity Portfolio |
214,470 | 6,311,160 | 172,226 | (1,505,742 | ) | 101,272 | (1,339,526 | ) | 3,739,390 | | | |||||||||||||||||||||||||
Fixed Income |
See Notes to Portfolio of Investments.
2
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
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1290 Diversified Bond Fund |
2,911,682 | 28,614,937 | 2,116,394 | | | (5,370,580 | ) | 25,360,751 | 516,393 | | ||||||||||||||||||||||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
5,391,433 | 59,483,902 | 1,320,398 | (6,177,353 | ) | (243,794 | ) | (7,859,867 | ) | 46,523,286 | | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
1,391,473 | 14,567,333 | 337,042 | (1,342,903 | ) | (4,186 | ) | (1,875,947 | ) | 11,681,339 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
14,554,526 | 167,112,266 | 3,846,379 | (23,494,899 | ) | (8,532 | ) | (15,659,790 | ) | 131,795,424 | | | ||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
11,043,709 | 48,693,776 | 1,233,355 | (4,834,451 | ) | (222,884 | ) | (6,961,722 | ) | 37,908,074 | | | ||||||||||||||||||||||||
EQ/Intermediate Government Bond Portfolio |
17,782,821 | 210,297,173 | 5,109,367 | (31,103,672 | ) | 25,162 | (16,324,505 | ) | 168,003,525 | | | |||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
8,425,778 | 92,916,737 | 2,553,754 | (11,011,804 | ) | (1,518,110 | ) | (23,980,350 | ) | 58,960,227 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
7,678,753 | 83,730,172 | 1,607,440 | (10,020,256 | ) | 142,849 | (1,052,606 | ) | 74,407,599 | | | |||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
5,253,089 | 46,141,033 | 3,940,763 | (5,103,031 | ) | (65,100 | ) | (4,938,721 | ) | 39,974,944 | | | ||||||||||||||||||||||||
Multimanager Core Bond Portfolio |
7,116,029 | 76,021,287 | 2,656,547 | (7,788,837 | ) | (349,270 | ) | (10,779,817 | ) | 59,759,910 | 1,172,500 | | ||||||||||||||||||||||||
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Total |
1,045,271,541 | 48,571,536 | (131,532,235 | ) | (1,364,964 | ) | (147,985,243 | ) | 812,960,635 | 1,688,893 | | |||||||||||||||||||||||||
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See Notes to Portfolio of Investments.
3
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
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Investment Companies |
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Investment Companies |
$ | 25,360,751 | $ | 787,599,884 | $ | | $ | 812,960,635 | ||||||||
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|
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Total Assets |
$ | 25,360,751 | $ | 787,599,884 | $ | | $ | 812,960,635 | ||||||||
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Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
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Total |
$ | 25,360,751 | $ | 787,599,884 | $ | | $ | 812,960,635 | ||||||||
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As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 28,340,534 | ||
Aggregate gross unrealized depreciation |
(92,668,946 | ) | ||
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|
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Net unrealized depreciation |
$ | (64,328,412 | ) | |
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|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 877,289,047 | ||
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|
See Notes to Portfolio of Investments.
4
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (39.3%) |
||||||||
1290 VT Equity Income Portfolio |
1,885,360 | $ | 8,640,570 | |||||
1290 VT GAMCO Small Company Value Portfolio |
71,195 | 4,129,127 | ||||||
1290 VT Micro Cap Portfolio |
542,273 | 4,429,463 | ||||||
1290 VT Small Cap Value Portfolio |
414,036 | 4,369,518 | ||||||
ATM International Managed Volatility Portfolio |
3,940,589 | 31,671,301 | ||||||
ATM Large Cap Managed Volatility Portfolio |
7,263,233 | 92,011,111 | ||||||
ATM Mid Cap Managed Volatility Portfolio |
3,296,801 | 22,321,956 | ||||||
ATM Small Cap Managed Volatility Portfolio |
2,384,527 | 22,167,197 | ||||||
EQ/AB Small Cap Growth Portfolio* |
812,433 | 11,548,699 | ||||||
EQ/American Century Mid Cap Value Portfolio |
161,591 | 3,507,373 | ||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
1,852,026 | 14,207,002 | ||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
235,677 | 2,886,490 | ||||||
EQ/Global Equity Managed Volatility Portfolio |
899,671 | 11,654,617 | ||||||
EQ/International Core Managed Volatility Portfolio |
900,290 | 7,585,578 | ||||||
EQ/International Equity Index Portfolio |
149,262 | 1,184,009 | ||||||
EQ/International Value Managed Volatility Portfolio |
1,051,418 | 10,495,647 | ||||||
EQ/Janus Enterprise Portfolio |
574,088 | 10,830,248 | ||||||
EQ/JPMorgan Value Opportunities Portfolio |
491,734 | 8,743,450 | ||||||
EQ/Large Cap Core Managed Volatility Portfolio |
2,189,066 | 21,388,547 | ||||||
EQ/Large Cap Growth Index Portfolio |
86,330 | 1,503,898 | ||||||
EQ/Large Cap Value Managed Volatility Portfolio |
770,247 | 12,325,558 | ||||||
EQ/Loomis Sayles Growth Portfolio* |
1,047,188 | 8,350,004 | ||||||
EQ/MFS International Growth Portfolio |
2,101,709 | 12,961,271 | ||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
1,072,749 | 6,282,261 | ||||||
EQ/T. Rowe Price Growth Stock Portfolio |
123,199 | 6,000,901 | ||||||
EQ/Value Equity Portfolio |
474,493 | 8,273,001 | ||||||
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Total Equity |
349,468,797 | |||||||
|
|
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Fixed Income (60.6%) |
||||||||
1290 Diversified Bond Fund |
2,448,835 | 21,329,357 | ||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
4,559,705 | 39,346,212 | ||||||
1290 VT High Yield Bond Portfolio |
1,190,679 | 9,995,690 | ||||||
EQ/Core Bond Index Portfolio |
10,533,979 | 95,388,208 | ||||||
EQ/Core Plus Bond Portfolio |
9,676,800 | 33,216,092 | ||||||
EQ/Intermediate Government Bond Portfolio |
13,565,713 | 128,162,319 | ||||||
EQ/Long-Term Bond Portfolio |
10,151,291 | 71,034,677 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
5,837,802 | 56,568,669 | ||||||
EQ/Quality Bond PLUS Portfolio |
4,564,463 | 34,734,638 | ||||||
Multimanager Core Bond Portfolio |
5,944,917 | 49,924,994 | ||||||
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Total Fixed Income |
539,700,856 | |||||||
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|||||||
Total Investments in Securities (99.9%) |
889,169,653 | |||||||
Other Assets Less Liabilities (0.1%) |
725,973 | |||||||
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Net Assets (100%) |
$ | 889,895,626 | ||||||
|
|
* | Non-income producing. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
5
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
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INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
1290 VT Equity Income Portfolio |
1,885,360 | 12,174,318 | 49,678 | (2,458,575 | ) | 583,250 | (1,708,101 | ) | 8,640,570 | | | |||||||||||||||||||||||||
1290 VT GAMCO Small Company Value Portfolio |
71,195 | 6,231,919 | 24,838 | (929,287 | ) | 358,255 | (1,556,598 | ) | 4,129,127 | | | |||||||||||||||||||||||||
1290 VT Micro Cap Portfolio |
542,273 | 5,365,379 | 1,224,838 | (579,287 | ) | (790 | ) | (1,580,677 | ) | 4,429,463 | | | ||||||||||||||||||||||||
1290 VT Small Cap Value Portfolio |
414,036 | 5,985,700 | 24,840 | (979,287 | ) | 35,093 | (696,828 | ) | 4,369,518 | | | |||||||||||||||||||||||||
ATM International Managed Volatility Portfolio |
3,940,589 | 44,576,438 | 3,973,875 | (4,555,012 | ) | 5,350 | (12,329,350 | ) | 31,671,301 | | | |||||||||||||||||||||||||
ATM Large Cap Managed Volatility Portfolio |
7,263,233 | 136,425,203 | 4,246,462 | (16,944,323 | ) | (403,372 | ) | (31,312,859 | ) | 92,011,111 | | | ||||||||||||||||||||||||
ATM Mid Cap Managed Volatility Portfolio |
3,296,801 | 30,748,913 | 1,824,196 | (3,396,437 | ) | 5,569 | (6,860,285 | ) | 22,321,956 | | | |||||||||||||||||||||||||
ATM Small Cap Managed Volatility Portfolio |
2,384,527 | 29,064,384 | 5,486,616 | (4,686,081 | ) | (4,836 | ) | (7,692,886 | ) | 22,167,197 | | | ||||||||||||||||||||||||
EQ/AB Small Cap Growth Portfolio* |
812,433 | 13,588,757 | 3,812,099 | (1,448,219 | ) | 3,110 | (4,407,048 | ) | 11,548,699 | | | |||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
161,591 | 4,649,379 | 412,420 | (1,039,644 | ) | 49,352 | (564,134 | ) | 3,507,373 | | | |||||||||||||||||||||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
1,852,026 | 21,518,535 | 1,024,517 | (1,737,862 | ) | (108,475 | ) | (6,489,713 | ) | 14,207,002 | | | ||||||||||||||||||||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
235,677 | 4,409,077 | 24,838 | (579,287 | ) | (12,958 | ) | (955,180 | ) | 2,886,490 | | | ||||||||||||||||||||||||
EQ/Global Equity Managed Volatility Portfolio |
899,671 | 16,692,950 | 1,162,098 | (1,448,219 | ) | (61,660 | ) | (4,690,552 | ) | 11,654,617 | | | ||||||||||||||||||||||||
EQ/International Core Managed Volatility Portfolio |
900,290 | 11,081,211 | 549,678 | (1,158,575 | ) | (33,063 | ) | (2,853,673 | ) | 7,585,578 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
149,262 | 1,608,751 | | | | (424,742 | ) | 1,184,009 | | | ||||||||||||||||||||||||||
EQ/International Value Managed Volatility Portfolio |
1,051,418 | 14,301,258 | 2,024,517 | (1,737,862 | ) | (4,101 | ) | (4,088,165 | ) | 10,495,647 | | | ||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
574,088 | 12,062,414 | 2,537,258 | (868,931 | ) | (5,048 | ) | (2,895,445 | ) | 10,830,248 | | | ||||||||||||||||||||||||
EQ/JPMorgan Value Opportunities Portfolio |
491,734 | 12,154,289 | 49,678 | (2,458,575 | ) | 128,363 | (1,130,305 | ) | 8,743,450 | | | |||||||||||||||||||||||||
EQ/Large Cap Core Managed Volatility Portfolio |
2,189,066 | 32,219,878 | 124,196 | (3,896,437 | ) | (230,519 | ) | (6,828,571 | ) | 21,388,547 | | | ||||||||||||||||||||||||
EQ/Large Cap Growth Index Portfolio |
86,330 | 2,174,289 | | | | (670,391 | ) | 1,503,898 | | | ||||||||||||||||||||||||||
EQ/Large Cap Value Managed Volatility Portfolio |
770,247 | 20,698,836 | 86,937 | (5,077,506 | ) | 1,890,334 | (5,273,043 | ) | 12,325,558 | | | |||||||||||||||||||||||||
EQ/Loomis Sayles Growth Portfolio* |
1,047,188 | 10,881,104 | 2,124,679 | (1,158,575 | ) | (28,981 | ) | (3,468,223 | ) | 8,350,004 | | |
See Notes to Portfolio of Investments.
6
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
2,101,709 | 18,157,797 | 1,074,516 | (1,737,862 | ) | (61,177 | ) | (4,472,003 | ) | 12,961,271 | | | ||||||||||||||||||||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
1,072,749 | 8,546,815 | 2,699,678 | (1,158,575 | ) | (656 | ) | (3,805,001 | ) | 6,282,261 | | | ||||||||||||||||||||||||
EQ/T. Rowe Price Growth Stock Portfolio |
123,199 | 6,377,477 | 2,999,840 | (579,287 | ) | (8,976 | ) | (2,788,153 | ) | 6,000,901 | | | ||||||||||||||||||||||||
EQ/Value Equity Portfolio |
474,493 | 12,358,818 | 549,678 | (2,008,575 | ) | (152,483 | ) | (2,474,437 | ) | 8,273,001 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
2,448,835 | 24,335,385 | 1,539,164 | | | (4,545,192 | ) | 21,329,357 | 439,163 | | ||||||||||||||||||||||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
4,559,705 | 49,857,463 | 1,211,133 | (4,923,943 | ) | (160,212 | ) | (6,638,229 | ) | 39,346,212 | | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
1,190,679 | 12,597,727 | 174,679 | (1,158,575 | ) | (9,404 | ) | (1,608,737 | ) | 9,995,690 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
10,533,979 | 130,312,879 | 1,683,719 | (24,763,254 | ) | 497,528 | (12,342,664 | ) | 95,388,208 | | | |||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
9,676,800 | 42,900,687 | 673,873 | (4,055,012 | ) | (308,577 | ) | (5,994,879 | ) | 33,216,092 | | | ||||||||||||||||||||||||
EQ/Intermediate Government Bond Portfolio |
13,565,713 | 169,414,373 | 2,257,592 | (30,668,266 | ) | (49,512 | ) | (12,791,868 | ) | 128,162,319 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
10,151,291 | 107,988,865 | 4,521,783 | (11,585,748 | ) | (1,447,940 | ) | (28,442,283 | ) | 71,034,677 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
5,837,802 | 67,947,929 | 248,391 | (10,892,874 | ) | 73,926 | (808,703 | ) | 56,568,669 | | | |||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
4,564,463 | 42,505,520 | 1,723,873 | (5,055,012 | ) | (91,767 | ) | (4,347,976 | ) | 34,734,638 | | | ||||||||||||||||||||||||
Multimanager Core Bond Portfolio |
5,944,917 | 65,304,645 | 1,793,824 | (7,832,518 | ) | (252,883 | ) | (9,088,074 | ) | 49,924,994 | 984,054 | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
1,207,219,362 | 53,940,001 | (163,557,482 | ) | 192,740 | (208,624,968 | ) | 889,169,653 | 1,423,217 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
7
EQ PREMIER VIP TRUST
EQ/CONSERVATIVE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 21,329,357 | $ | 867,840,296 | $ | | $ | 889,169,653 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 21,329,357 | $ | 867,840,296 | $ | | $ | 889,169,653 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 21,329,357 | $ | 867,840,296 | $ | | $ | 889,169,653 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 69,841,538 | ||
Aggregate gross unrealized depreciation |
(102,506,883 | ) | ||
|
|
|||
Net unrealized depreciation |
$ | (32,665,345 | ) | |
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 921,834,998 | ||
|
|
See Notes to Portfolio of Investments.
8
EQ PREMIER VIP TRUST
EQ/MODERATE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (49.4%) |
||||||||
1290 VT Equity Income Portfolio |
14,193,918 | $ | 65,050,449 | |||||
1290 VT GAMCO Small Company Value Portfolio |
836,576 | 48,519,528 | ||||||
1290 VT Micro Cap Portfolio |
4,615,163 | 37,698,141 | ||||||
1290 VT Small Cap Value Portfolio |
3,754,051 | 39,618,301 | ||||||
ATM International Managed Volatility Portfolio |
37,856,364 | 304,259,159 | ||||||
ATM Large Cap Managed Volatility Portfolio |
50,286,622 | 637,034,213 | ||||||
ATM Mid Cap Managed Volatility Portfolio |
12,748,105 | 86,314,763 | ||||||
ATM Small Cap Managed Volatility Portfolio |
23,274,561 | 216,366,487 | ||||||
EQ/AB Small Cap Growth Portfolio* |
8,179,956 | 116,277,755 | ||||||
EQ/American Century Mid Cap Value Portfolio |
973,698 | 21,134,380 | ||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
12,114,524 | 92,931,257 | ||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
2,740,384 | 33,563,273 | ||||||
EQ/Global Equity Managed Volatility Portfolio |
8,623,306 | 111,709,024 | ||||||
EQ/International Core Managed Volatility Portfolio |
8,529,967 | 71,870,956 | ||||||
EQ/International Equity Index Portfolio |
716,936 | 5,687,023 | ||||||
EQ/International Value Managed Volatility Portfolio |
10,554,477 | 105,358,765 | ||||||
EQ/Janus Enterprise Portfolio |
1,862,157 | 35,129,808 | ||||||
EQ/JPMorgan Value Opportunities Portfolio |
3,438,646 | 61,141,991 | ||||||
EQ/Large Cap Core Managed Volatility Portfolio |
14,256,425 | 139,294,227 | ||||||
EQ/Large Cap Growth Index Portfolio |
370,665 | 6,457,113 | ||||||
EQ/Large Cap Value Managed Volatility Portfolio |
5,590,085 | 89,453,050 | ||||||
EQ/Loomis Sayles Growth Portfolio* |
7,239,348 | 57,724,645 | ||||||
EQ/MFS International Growth Portfolio |
20,889,688 | 128,827,011 | ||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
10,551,670 | 61,792,985 | ||||||
EQ/T. Rowe Price Growth Stock Portfolio |
832,219 | 40,536,675 | ||||||
EQ/Value Equity Portfolio |
3,566,025 | 62,175,334 | ||||||
|
|
|||||||
Total Equity |
2,675,926,313 | |||||||
|
|
|||||||
Fixed Income (50.5%) |
||||||||
1290 Diversified Bond Fund |
12,393,785 | 107,949,867 | ||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
23,037,864 | 198,796,330 | ||||||
1290 VT High Yield Bond Portfolio |
6,056,477 | 50,843,801 | ||||||
EQ/Core Bond Index Portfolio |
51,206,899 | 463,693,209 | ||||||
EQ/Core Plus Bond Portfolio |
48,122,194 | 165,181,797 | ||||||
EQ/Intermediate Government Bond Portfolio |
65,185,137 | 615,837,771 | ||||||
EQ/Long-Term Bond Portfolio |
61,112,167 | 427,638,510 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
27,881,346 | 270,171,994 | ||||||
EQ/Quality Bond PLUS Portfolio |
23,259,625 | 177,001,051 | ||||||
Multimanager Core Bond Portfolio |
31,106,567 | 261,230,774 | ||||||
|
|
|||||||
Total Fixed Income |
2,738,345,104 | |||||||
|
|
|||||||
Total Investments in Securities (99.9%) |
5,414,271,417 | |||||||
Other Assets Less Liabilities (0.1%) |
4,991,806 | |||||||
|
|
|||||||
Net Assets (100%) |
$ | 5,419,263,223 | ||||||
|
|
* | Non-income producing. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
9
EQ PREMIER VIP TRUST
EQ/MODERATE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
1290 VT Equity Income Portfolio |
14,193,918 | 90,607,250 | 9,161 | (17,133,622 | ) | 3,756,713 | (12,189,053 | ) | 65,050,449 | | | |||||||||||||||||||||||||
1290 VT GAMCO Small Company Value Portfolio |
836,576 | 72,373,468 | 7,327 | (9,906,897 | ) | 3,045,649 | (17,000,019 | ) | 48,519,528 | | | |||||||||||||||||||||||||
1290 VT Micro Cap Portfolio |
4,615,163 | 50,062,992 | 5,505,497 | (3,680,173 | ) | 4,022 | (14,194,197 | ) | 37,698,141 | | | |||||||||||||||||||||||||
1290 VT Small Cap Value Portfolio |
3,754,051 | 54,317,814 | 5,496 | (8,680,173 | ) | 204,380 | (6,229,216 | ) | 39,618,301 | | | |||||||||||||||||||||||||
ATM International Managed Volatility Portfolio |
37,856,364 | 432,869,739 | 25,942,132 | (35,714,660 | ) | (144,656 | ) | (118,693,396 | ) | 304,259,159 | | | ||||||||||||||||||||||||
ATM Large Cap Managed Volatility Portfolio |
50,286,622 | 926,152,708 | 7,589,757 | (76,859,492 | ) | (2,801,094 | ) | (217,047,666 | ) | 637,034,213 | | | ||||||||||||||||||||||||
ATM Mid Cap Managed Volatility Portfolio |
12,748,105 | 96,490,805 | 21,509,160 | (8,133,622 | ) | 30,784 | (23,582,364 | ) | 86,314,763 | | | |||||||||||||||||||||||||
ATM Small Cap Managed Volatility Portfolio |
23,274,561 | 295,253,434 | 27,331,140 | (29,854,314 | ) | (334,875 | ) | (76,028,898 | ) | 216,366,487 | | | ||||||||||||||||||||||||
EQ/AB Small Cap Growth Portfolio* |
8,179,956 | 128,191,455 | 40,514,654 | (9,813,795 | ) | (24,954 | ) | (42,589,605 | ) | 116,277,755 | | | ||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
973,698 | 22,134,903 | 3,351,831 | (1,226,724 | ) | 9,476 | (3,135,106 | ) | 21,134,380 | | | |||||||||||||||||||||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
12,114,524 | 132,075,537 | 11,012,822 | (8,587,070 | ) | (365,275 | ) | (41,204,757 | ) | 92,931,257 | | | ||||||||||||||||||||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
2,740,384 | 48,118,412 | 5,496 | (3,680,173 | ) | (26,135 | ) | (10,854,327 | ) | 33,563,273 | | | ||||||||||||||||||||||||
EQ/Global Equity Managed Volatility Portfolio |
8,623,306 | 155,362,736 | 11,014,655 | (9,813,795 | ) | (78,994 | ) | (44,775,578 | ) | 111,709,024 | | | ||||||||||||||||||||||||
EQ/International Core Managed Volatility Portfolio |
8,529,967 | 106,968,905 | 10,990 | (7,360,346 | ) | (667,972 | ) | (27,080,621 | ) | 71,870,956 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
716,936 | 7,727,140 | | | | (2,040,117 | ) | 5,687,023 | | | ||||||||||||||||||||||||||
EQ/International Value Managed Volatility Portfolio |
10,554,477 | 146,781,985 | 10,014,656 | (9,813,795 | ) | 49,818 | (41,673,899 | ) | 105,358,765 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
1,862,157 | 37,355,919 | 9,353,664 | (2,453,449 | ) | 3,843 | (9,130,169 | ) | 35,129,808 | | | |||||||||||||||||||||||||
EQ/JPMorgan Value Opportunities Portfolio |
3,438,646 | 86,508,065 | 9,159 | (18,283,622 | ) | 1,140,533 | (8,232,144 | ) | 61,141,991 | | | |||||||||||||||||||||||||
EQ/Large Cap Core Managed Volatility Portfolio |
14,256,425 | 206,121,333 | 20,149 | (21,493,968 | ) | (2,021,751 | ) | (43,331,536 | ) | 139,294,227 | | | ||||||||||||||||||||||||
EQ/Large Cap Growth Index Portfolio |
370,665 | 9,335,494 | | | | (2,878,381 | ) | 6,457,113 | | | ||||||||||||||||||||||||||
EQ/Large Cap Value Managed Volatility Portfolio |
5,590,085 | 144,692,073 | 14,654 | (31,013,795 | ) | 10,857,557 | (35,097,439 | ) | 89,453,050 | | | |||||||||||||||||||||||||
EQ/Loomis Sayles Growth Portfolio* |
7,239,348 | 72,550,219 | 14,257,327 | (4,906,897 | ) | (146,296 | ) | (24,029,708 | ) | 57,724,645 | | | ||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
20,889,688 | 177,869,935 | 8,018,319 | (12,267,243 | ) | (439,697 | ) | (44,354,303 | ) | 128,827,011 | | |
See Notes to Portfolio of Investments.
10
EQ PREMIER VIP TRUST
EQ/MODERATE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
10,551,670 | 84,498,493 | 22,010,991 | (7,360,346 | ) | 94,567 | (37,450,720 | ) | 61,792,985 | | | |||||||||||||||||||||||||
EQ/T. Rowe Price Growth Stock Portfolio |
832,219 | 37,075,497 | 24,253,664 | (2,453,449 | ) | (47,124 | ) | (18,291,913 | ) | 40,536,675 | | | ||||||||||||||||||||||||
EQ/Value Equity Portfolio |
3,566,025 | 91,408,030 | 5,009,160 | (14,733,622 | ) | (918,109 | ) | (18,590,125 | ) | 62,175,334 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
12,393,785 | 123,565,947 | 7,429,908 | | | (23,045,988 | ) | 107,949,867 | 2,229,906 | | ||||||||||||||||||||||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
23,037,864 | 248,383,769 | 7,525,646 | (23,174,141 | ) | (509,112 | ) | (33,429,832 | ) | 198,796,330 | | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
6,056,477 | 61,904,497 | 705,495 | (3,680,173 | ) | (40,846 | ) | (8,045,172 | ) | 50,843,801 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
51,206,899 | 627,613,726 | 5,067,776 | (111,488,800 | ) | 2,180,270 | (59,679,763 | ) | 463,693,209 | | | |||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
48,122,194 | 207,608,116 | 2,020,149 | (13,493,968 | ) | (1,026,583 | ) | (29,925,917 | ) | 165,181,797 | | | ||||||||||||||||||||||||
EQ/Intermediate Government Bond Portfolio |
65,185,137 | 813,897,129 | 7,086,094 | (143,456,043 | ) | (378,795 | ) | (61,310,614 | ) | 615,837,771 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
61,112,167 | 628,931,856 | 21,919,609 | (46,615,524 | ) | (6,176,882 | ) | (170,420,549 | ) | 427,638,510 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
27,881,346 | 328,546,784 | 31,140 | (54,854,314 | ) | (2,409,608 | ) | (1,142,008 | ) | 270,171,994 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
23,259,625 | 209,934,838 | 10,471,981 | (21,220,692 | ) | (190,592 | ) | (21,994,484 | ) | 177,001,051 | | | ||||||||||||||||||||||||
Multimanager Core Bond Portfolio |
31,106,567 | 328,384,440 | 9,283,396 | (28,581,038 | ) | (724,970 | ) | (47,131,054 | ) | 261,230,774 | 5,040,618 | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
7,291,675,443 | 318,313,055 | (801,789,735 | ) | 1,903,292 | (1,395,830,638 | ) | 5,414,271,417 | 7,270,524 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
11
EQ PREMIER VIP TRUST
EQ/MODERATE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 107,949,867 | $ | 5,306,321,550 | $ | | $ | 5,414,271,417 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 107,949,867 | $ | 5,306,321,550 | $ | | $ | 5,414,271,417 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 107,949,867 | $ | 5,306,321,550 | $ | | $ | 5,414,271,417 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 464,532,205 | ||
Aggregate gross unrealized depreciation |
(607,574,167 | ) | ||
|
|
|||
Net unrealized depreciation |
$ | (143,041,962 | ) | |
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 5,557,313,379 | ||
|
|
See Notes to Portfolio of Investments.
12
EQ PREMIER VIP TRUST
EQ/MODERATE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (70.1%) |
||||||||
1290 VT Equity Income Portfolio |
27,009,260 | $ | 123,782,904 | |||||
1290 VT GAMCO Small Company Value Portfolio |
1,913,087 | 110,954,766 | ||||||
1290 VT Micro Cap Portfolio |
8,412,885 | 68,719,169 | ||||||
1290 VT Small Cap Value Portfolio |
7,047,881 | 74,379,681 | ||||||
ATM International Managed Volatility Portfolio |
61,534,166 | 494,562,377 | ||||||
ATM Large Cap Managed Volatility Portfolio |
86,240,317 | 1,092,497,966 | ||||||
ATM Mid Cap Managed Volatility Portfolio |
14,279,729 | 96,685,070 | ||||||
ATM Small Cap Managed Volatility Portfolio |
49,002,003 | 455,535,594 | ||||||
EQ/AB Small Cap Growth Portfolio* |
15,654,254 | 222,524,611 | ||||||
EQ/American Century Mid Cap Value Portfolio |
1,012,267 | 21,971,545 | ||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
19,623,570 | 150,533,602 | ||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
5,827,757 | 71,376,359 | ||||||
EQ/Global Equity Managed Volatility Portfolio |
14,331,995 | 185,661,197 | ||||||
EQ/International Core Managed Volatility Portfolio |
13,871,002 | 116,872,919 | ||||||
EQ/International Equity Index Portfolio |
709,356 | 5,626,900 | ||||||
EQ/International Value Managed Volatility Portfolio |
15,726,103 | 156,983,873 | ||||||
EQ/Janus Enterprise Portfolio |
2,001,386 | 37,756,395 | ||||||
EQ/JPMorgan Value Opportunities Portfolio |
6,272,244 | 111,525,738 | ||||||
EQ/Large Cap Core Managed Volatility Portfolio |
26,487,927 | 258,803,682 | ||||||
EQ/Large Cap Growth Index Portfolio |
410,863 | 7,157,378 | ||||||
EQ/Large Cap Value Managed Volatility Portfolio |
11,196,420 | 179,166,124 | ||||||
EQ/Loomis Sayles Growth Portfolio* |
11,944,110 | 95,239,173 | ||||||
EQ/MFS International Growth Portfolio |
34,537,328 | 212,992,207 | ||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
19,719,222 | 115,480,256 | ||||||
EQ/T. Rowe Price Growth Stock Portfolio |
1,261,025 | 61,423,468 | ||||||
EQ/Value Equity Portfolio |
7,069,086 | 123,252,848 | ||||||
|
|
|||||||
Total Equity |
4,651,465,802 | |||||||
|
|
|||||||
Fixed Income (29.8%) |
||||||||
1290 Diversified Bond Fund |
8,938,213 | 77,851,831 | ||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
16,764,039 | 144,658,785 | ||||||
1290 VT High Yield Bond Portfolio |
4,277,375 | 35,908,335 | ||||||
EQ/Core Bond Index Portfolio |
35,330,300 | 319,926,038 | ||||||
EQ/Core Plus Bond Portfolio |
31,570,315 | 108,366,658 | ||||||
EQ/Intermediate Government Bond Portfolio |
45,294,205 | 427,917,821 | ||||||
EQ/Long-Term Bond Portfolio |
50,081,677 | 350,451,548 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
20,534,515 | 198,980,742 | ||||||
EQ/Quality Bond PLUS Portfolio |
16,371,168 | 124,581,282 | ||||||
Multimanager Core Bond Portfolio |
22,793,620 | 191,419,227 | ||||||
|
|
|||||||
Total Fixed Income |
1,980,062,267 | |||||||
|
|
|||||||
Total Investments in Securities (99.9%) |
6,631,528,069 | |||||||
Other Assets Less Liabilities (0.1%) |
7,620,532 | |||||||
|
|
|||||||
Net Assets (100%) |
$ | 6,639,148,601 | ||||||
|
|
* | Non-income producing. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
13
EQ PREMIER VIP TRUST
EQ/MODERATE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
1290 VT Equity Income Portfolio |
27,009,260 | 161,472,570 | 26,805 | (21,344,995 | ) | 2,888,693 | (19,260,169 | ) | 123,782,904 | | | |||||||||||||||||||||||||
1290 VT GAMCO Small Company Value Portfolio |
1,913,087 | 156,148,445 | 26,805 | (13,844,995 | ) | 2,165,777 | (33,541,266 | ) | 110,954,766 | | | |||||||||||||||||||||||||
1290 VT Micro Cap Portfolio |
8,412,885 | 95,072,547 | 6,515,318 | (6,311,426 | ) | 35,166 | (26,592,436 | ) | 68,719,169 | | | |||||||||||||||||||||||||
1290 VT Small Cap Value Portfolio |
7,047,881 | 95,517,601 | 15,317 | (9,811,426 | ) | (106,367 | ) | (11,235,444 | ) | 74,379,681 | | | ||||||||||||||||||||||||
ATM International Managed Volatility Portfolio |
61,534,166 | 727,296,192 | 16,122,537 | (50,491,406 | ) | 144,743 | (198,509,689 | ) | 494,562,377 | | | |||||||||||||||||||||||||
ATM Large Cap Managed Volatility Portfolio |
86,240,317 | 1,583,013,021 | 252,732 | (111,488,525 | ) | (2,862,889 | ) | (376,416,373 | ) | 1,092,497,966 | | | ||||||||||||||||||||||||
ATM Mid Cap Managed Volatility Portfolio |
14,279,729 | 107,257,298 | 24,319,146 | (7,889,282 | ) | (8,662 | ) | (26,993,430 | ) | 96,685,070 | | | ||||||||||||||||||||||||
ATM Small Cap Managed Volatility Portfolio |
49,002,003 | 657,170,015 | 14,407,220 | (48,479,980 | ) | 549,825 | (168,111,486 | ) | 455,535,594 | | | |||||||||||||||||||||||||
EQ/AB Small Cap Growth Portfolio* |
15,654,254 | 281,247,217 | 51,849,782 | (20,512,134 | ) | (116,579 | ) | (89,943,675 | ) | 222,524,611 | | | ||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
1,012,267 | 23,660,066 | 3,153,829 | (1,577,856 | ) | 12,787 | (3,277,281 | ) | 21,971,545 | | | |||||||||||||||||||||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
19,623,570 | 207,668,379 | 22,534,462 | (14,200,708 | ) | (549,257 | ) | (64,919,274 | ) | 150,533,602 | | | ||||||||||||||||||||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
5,827,757 | 100,614,417 | 15,318 | (6,311,426 | ) | 22,617 | (22,964,567 | ) | 71,376,359 | | | |||||||||||||||||||||||||
EQ/Global Equity Managed Volatility Portfolio |
14,331,995 | 282,470,831 | 42,121 | (17,356,421 | ) | 382,347 | (79,877,681 | ) | 185,661,197 | | | |||||||||||||||||||||||||
EQ/International Core Managed Volatility Portfolio |
13,871,002 | 174,685,618 | 30,634 | (12,622,852 | ) | (1,269,309 | ) | (43,951,172 | ) | 116,872,919 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
709,356 | 7,645,449 | | | | (2,018,549 | ) | 5,626,900 | | | ||||||||||||||||||||||||||
EQ/International Value Managed Volatility Portfolio |
15,726,103 | 195,696,684 | 36,542,122 | (17,356,421 | ) | 92,445 | (57,990,957 | ) | 156,983,873 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
2,001,386 | 46,195,419 | 5,657,658 | (3,155,713 | ) | 1,252 | (10,942,221 | ) | 37,756,395 | | | |||||||||||||||||||||||||
EQ/JPMorgan Value Opportunities Portfolio |
6,272,244 | 157,297,588 | 26,805 | (32,394,995 | ) | 1,444,289 | (14,847,949 | ) | 111,525,738 | | | |||||||||||||||||||||||||
EQ/Large Cap Core Managed Volatility Portfolio |
26,487,927 | 397,042,661 | 61,269 | (52,995,703 | ) | 2,243,542 | (87,548,087 | ) | 258,803,682 | | | |||||||||||||||||||||||||
EQ/Large Cap Growth Index Portfolio |
410,863 | 10,347,914 | | | | (3,190,536 | ) | 7,157,378 | | | ||||||||||||||||||||||||||
EQ/Large Cap Value Managed Volatility Portfolio |
11,196,420 | 267,302,946 | 42,122 | (40,556,421 | ) | 8,885,329 | (56,507,852 | ) | 179,166,124 | | | |||||||||||||||||||||||||
EQ/Loomis Sayles Growth Portfolio* |
11,944,110 | 124,660,553 | 20,272,975 | (9,467,139 | ) | (255,558 | ) | (39,971,658 | ) | 95,239,173 | | | ||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
34,537,328 | 310,395,084 | 49,780 | (20,512,134 | ) | (747,088 | ) | (76,193,435 | ) | 212,992,207 | | | ||||||||||||||||||||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
19,719,222 | 179,497,975 | 26,834,464 | (14,200,708 | ) | 149,563 | (76,801,038 | ) | 115,480,256 | | |
See Notes to Portfolio of Investments.
14
EQ PREMIER VIP TRUST
EQ/MODERATE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
EQ/T. Rowe Price Growth Stock Portfolio |
1,261,025 | 69,156,834 | 27,511,488 | (4,733,569 | ) | (86,910 | ) | (30,424,375 | ) | 61,423,468 | | | ||||||||||||||||||||||||
EQ/Value Equity Portfolio |
7,069,086 | 166,871,948 | 6,026,806 | (12,044,995 | ) | (822,750 | ) | (36,778,161 | ) | 123,252,848 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
8,938,213 | 89,059,316 | 5,407,190 | | | (16,614,675 | ) | 77,851,831 | 1,607,190 | | ||||||||||||||||||||||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
16,764,039 | 183,442,960 | 3,730,634 | (17,622,852 | ) | (506,326 | ) | (24,385,631 | ) | 144,658,785 | | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
4,277,375 | 46,582,274 | 2,307,659 | (7,155,713 | ) | (75,054 | ) | (5,750,831 | ) | 35,908,335 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
35,330,300 | 456,896,254 | 80,415 | (95,834,985 | ) | 2,041,942 | (43,257,588 | ) | 319,926,038 | | | |||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
31,570,315 | 121,815,199 | 17,026,805 | (11,044,995 | ) | (458,815 | ) | (18,971,536 | ) | 108,366,658 | | | ||||||||||||||||||||||||
EQ/Intermediate Government Bond Portfolio |
45,294,205 | 595,113,577 | 103,390 | (122,902,124 | ) | (59,356 | ) | (44,337,666 | ) | 427,917,821 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
50,081,677 | 533,063,990 | 4,995,731 | (39,446,411 | ) | (5,873,488 | ) | (142,288,274 | ) | 350,451,548 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
20,534,515 | 246,333,739 | 34,463 | (44,700,708 | ) | (1,350,304 | ) | (1,336,448 | ) | 198,980,742 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
16,371,168 | 155,563,089 | 1,126,806 | (16,044,995 | ) | (368,224 | ) | (15,695,394 | ) | 124,581,282 | | | ||||||||||||||||||||||||
Multimanager Core Bond Portfolio |
22,793,620 | 244,436,262 | 3,198,242 | (20,778,564 | ) | (727,774 | ) | (34,708,939 | ) | 191,419,227 | 3,739,150 | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
9,257,711,932 | 300,348,850 | (925,192,577 | ) | 4,815,607 | (2,006,155,743 | ) | 6,631,528,069 | 5,346,340 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
15
EQ PREMIER VIP TRUST
EQ/MODERATE-PLUS ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 77,851,831 | $ | 6,553,676,238 | $ | | $ | 6,631,528,069 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 77,851,831 | $ | 6,553,676,238 | $ | | $ | 6,631,528,069 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 77,851,831 | $ | 6,553,676,238 | $ | | $ | 6,631,528,069 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 787,126,259 | ||
Aggregate gross unrealized depreciation |
(622,019,212 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 165,107,047 | ||
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 6,466,421,022 | ||
|
|
See Notes to Portfolio of Investments.
16
EQ PREMIER VIP TRUST
EQ/AGGRESSIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (90.6%) |
||||||||
1290 VT Equity Income Portfolio |
14,441,495 | $ | 66,185,089 | |||||
1290 VT GAMCO Small Company Value Portfolio |
1,138,908 | 66,054,091 | ||||||
1290 VT Micro Cap Portfolio |
3,791,313 | 30,968,674 | ||||||
1290 VT Small Cap Value Portfolio |
3,144,020 | 33,180,353 | ||||||
ATM International Managed Volatility Portfolio |
33,099,673 | 266,028,684 | ||||||
ATM Large Cap Managed Volatility Portfolio |
49,016,093 | 620,939,062 | ||||||
ATM Mid Cap Managed Volatility Portfolio |
7,173,402 | 48,569,608 | ||||||
ATM Small Cap Managed Volatility Portfolio |
24,274,700 | 225,664,038 | ||||||
EQ/AB Small Cap Growth Portfolio* |
6,347,000 | 90,222,362 | ||||||
EQ/American Century Mid Cap Value Portfolio |
508,681 | 11,041,062 | ||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
11,912,800 | 91,383,814 | ||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
3,091,095 | 37,858,667 | ||||||
EQ/Global Equity Managed Volatility Portfolio |
8,266,292 | 107,084,156 | ||||||
EQ/International Core Managed Volatility Portfolio |
6,802,748 | 57,317,925 | ||||||
EQ/International Equity Index Portfolio |
701,168 | 5,561,944 | ||||||
EQ/International Value Managed Volatility Portfolio |
7,784,537 | 77,708,174 | ||||||
EQ/Janus Enterprise Portfolio |
797,292 | 15,041,010 | ||||||
EQ/JPMorgan Value Opportunities Portfolio |
3,430,747 | 61,001,550 | ||||||
EQ/Large Cap Core Managed Volatility Portfolio |
14,714,604 | 143,770,919 | ||||||
EQ/Large Cap Growth Index Portfolio |
257,439 | 4,484,684 | ||||||
EQ/Large Cap Value Managed Volatility Portfolio |
6,022,224 | 96,368,179 | ||||||
EQ/Loomis Sayles Growth Portfolio* |
6,150,223 | 49,040,251 | ||||||
EQ/MFS International Growth Portfolio |
19,336,266 | 119,247,034 | ||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
8,586,933 | 50,287,034 | ||||||
EQ/T. Rowe Price Growth Stock Portfolio |
542,847 | 26,441,639 | ||||||
EQ/Value Equity Portfolio |
4,001,781 | 69,772,938 | ||||||
|
|
|||||||
Total Equity |
2,471,222,941 | |||||||
|
|
|||||||
Fixed Income (9.3%) |
||||||||
1290 Diversified Bond Fund |
1,164,797 | 10,145,379 | ||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
2,340,117 | 20,193,132 | ||||||
1290 VT High Yield Bond Portfolio |
602,529 | 5,058,195 | ||||||
EQ/Core Bond Index Portfolio |
4,253,311 | 38,514,952 | ||||||
EQ/Core Plus Bond Portfolio |
3,922,837 | 13,465,330 | ||||||
EQ/Intermediate Government Bond Portfolio |
5,444,784 | 51,439,696 | ||||||
EQ/Long-Term Bond Portfolio |
6,949,434 | 48,629,357 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
2,799,326 | 27,125,644 | ||||||
EQ/Quality Bond PLUS Portfolio |
2,074,821 | 15,788,965 | ||||||
Multimanager Core Bond Portfolio |
2,901,785 | 24,368,986 | ||||||
|
|
|||||||
Total Fixed Income |
254,729,636 | |||||||
|
|
|||||||
Total Investments in Securities (99.9%) |
2,725,952,577 | |||||||
Other Assets Less Liabilities (0.1%) |
2,043,285 | |||||||
|
|
|||||||
Net Assets (100%) |
$ | 2,727,995,862 | ||||||
|
|
* | Non-income producing. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
17
EQ PREMIER VIP TRUST
EQ/AGGRESSIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
1290 VT Equity Income Portfolio |
14,441,495 | 89,367,142 | 58,535 | (14,365,184 | ) | 1,081,785 | (9,957,189 | ) | 66,185,089 | | | |||||||||||||||||||||||||
1290 VT GAMCO Small Company Value Portfolio |
1,138,908 | 88,126,692 | 52,032 | (3,880,164 | ) | (321,307 | ) | (17,923,162 | ) | 66,054,091 | | | ||||||||||||||||||||||||
1290 VT Micro Cap Portfolio |
3,791,313 | 42,407,052 | 3,032,519 | (2,425,102 | ) | 3,333 | (12,049,128 | ) | 30,968,674 | | | |||||||||||||||||||||||||
1290 VT Small Cap Value Portfolio |
3,144,020 | 40,537,857 | 32,520 | (2,425,102 | ) | 5,518 | (4,970,440 | ) | 33,180,353 | | | |||||||||||||||||||||||||
ATM International Managed Volatility Portfolio |
33,099,673 | 375,197,725 | 14,560,158 | (19,400,819 | ) | (17,023 | ) | (104,311,357 | ) | 266,028,684 | | | ||||||||||||||||||||||||
ATM Large Cap Managed Volatility Portfolio |
49,016,093 | 875,638,883 | 572,346 | (42,681,801 | ) | (837,841 | ) | (211,752,525 | ) | 620,939,062 | | | ||||||||||||||||||||||||
ATM Mid Cap Managed Volatility Portfolio |
7,173,402 | 59,618,413 | 6,239,023 | (2,910,123 | ) | 9,382 | (14,387,087 | ) | 48,569,608 | | | |||||||||||||||||||||||||
ATM Small Cap Managed Volatility Portfolio |
24,274,700 | 324,810,764 | 214,630 | (16,005,676 | ) | 15,048 | (83,370,728 | ) | 225,664,038 | | | |||||||||||||||||||||||||
EQ/AB Small Cap Growth Portfolio* |
6,347,000 | 128,203,208 | 9,441,054 | (6,790,287 | ) | (10,073 | ) | (40,621,540 | ) | 90,222,362 | | | ||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
508,681 | 11,655,278 | 1,506,505 | (485,021 | ) | 9,901 | (1,645,601 | ) | 11,041,062 | | | |||||||||||||||||||||||||
EQ/ClearBridge Select Equity Managed Volatility Portfolio |
11,912,800 | 142,132,157 | 97,560 | (7,275,307 | ) | (1,528,963 | ) | (42,041,633 | ) | 91,383,814 | | | ||||||||||||||||||||||||
EQ/Franklin Small Cap Value Managed Volatility Portfolio |
3,091,095 | 52,814,794 | 39,024 | (2,910,123 | ) | 3,168 | (12,088,196 | ) | 37,858,667 | | | |||||||||||||||||||||||||
EQ/Global Equity Managed Volatility Portfolio |
8,266,292 | 158,984,921 | 91,055 | (6,790,287 | ) | 16,377 | (45,217,910 | ) | 107,084,156 | | | |||||||||||||||||||||||||
EQ/International Core Managed Volatility Portfolio |
6,802,748 | 84,047,224 | 65,039 | (4,850,205 | ) | (172,465 | ) | (21,771,668 | ) | 57,317,925 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
701,168 | 7,557,192 | | | | (1,995,248 | ) | 5,561,944 | | | ||||||||||||||||||||||||||
EQ/International Value Managed Volatility Portfolio |
7,784,537 | 105,538,557 | 9,091,056 | (6,790,287 | ) | (12,396 | ) | (30,118,756 | ) | 77,708,174 | | | ||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
797,292 | 17,754,302 | 2,513,008 | (970,041 | ) | 1,663 | (4,257,922 | ) | 15,041,010 | | | |||||||||||||||||||||||||
EQ/JPMorgan Value Opportunities Portfolio |
3,430,747 | 72,630,127 | 58,535 | (4,365,184 | ) | 166,137 | (7,488,065 | ) | 61,001,550 | | | |||||||||||||||||||||||||
EQ/Large Cap Core Managed Volatility Portfolio |
14,714,604 | 221,982,652 | 143,086 | (30,170,450 | ) | (2,279,664 | ) | (45,904,705 | ) | 143,770,919 | | | ||||||||||||||||||||||||
EQ/Large Cap Growth Index Portfolio |
257,439 | 6,483,816 | | | | (1,999,132 | ) | 4,484,684 | | | ||||||||||||||||||||||||||
EQ/Large Cap Value Managed Volatility Portfolio |
6,022,224 | 159,725,779 | 104,063 | (36,760,328 | ) | 13,501,871 | (40,203,206 | ) | 96,368,179 | | | |||||||||||||||||||||||||
EQ/Loomis Sayles Growth Portfolio* |
6,150,223 | 76,972,839 | 52,033 | (3,880,164 | ) | (97,678 | ) | (24,006,779 | ) | 49,040,251 | | | ||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
19,336,266 | 169,884,885 | 110,566 | (8,245,348 | ) | 47,246 | (42,550,315 | ) | 119,247,034 | | |
See Notes to Portfolio of Investments.
18
EQ PREMIER VIP TRUST
EQ/AGGRESSIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
EQ/Morgan Stanley Small Cap Growth Portfolio |
8,586,933 | 85,917,970 | 5,415,039 | (4,850,205 | ) | 18,778 | (36,214,548 | ) | 50,287,034 | | | |||||||||||||||||||||||||
EQ/T. Rowe Price Growth Stock Portfolio |
542,847 | 23,478,569 | 17,026,016 | (1,940,082 | ) | (50,393 | ) | (12,072,471 | ) | 26,441,639 | | | ||||||||||||||||||||||||
EQ/Value Equity Portfolio |
4,001,781 | 95,415,256 | 58,534 | (4,365,184 | ) | (510,800 | ) | (20,824,868 | ) | 69,772,938 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
1,164,797 | 12,148,419 | 219,234 | | | (2,222,274 | ) | 10,145,379 | 219,234 | | ||||||||||||||||||||||||||
1290 VT DoubleLine Opportunistic Bond Portfolio |
2,340,117 | 25,085,220 | 19,512 | (1,455,062 | ) | (86,441 | ) | (3,370,097 | ) | 20,193,132 | | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
602,529 | 5,840,483 | | | | (782,288 | ) | 5,058,195 | | | ||||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
4,253,311 | 49,866,898 | 39,024 | (6,710,123 | ) | (4,484 | ) | (4,676,363 | ) | 38,514,952 | | | ||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
3,922,837 | 16,947,227 | 13,008 | (970,041 | ) | (85,786 | ) | (2,439,078 | ) | 13,465,330 | | | ||||||||||||||||||||||||
EQ/Intermediate Government Bond Portfolio |
5,444,784 | 65,023,895 | 52,031 | (8,580,164 | ) | (10,802 | ) | (5,045,264 | ) | 51,439,696 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
6,949,434 | 72,818,041 | 52,032 | (3,880,164 | ) | (637,454 | ) | (19,723,098 | ) | 48,629,357 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
2,799,326 | 30,091,180 | 19,513 | (2,655,062 | ) | (18,531 | ) | (311,456 | ) | 27,125,644 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
2,074,821 | 18,749,366 | 13,007 | (970,041 | ) | (41,057 | ) | (1,962,310 | ) | 15,788,965 | | | ||||||||||||||||||||||||
Multimanager Core Bond Portfolio |
2,901,785 | 29,846,836 | 415,705 | (1,455,062 | ) | (62,854 | ) | (4,375,639 | ) | 24,368,986 | 469,909 | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
3,843,301,619 | 71,417,002 | (262,208,193 | ) | 8,094,195 | (934,652,046 | ) | 2,725,952,577 | 689,143 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
19
EQ PREMIER VIP TRUST
EQ/AGGRESSIVE ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 10,145,379 | $ | 2,715,807,198 | $ | | $ | 2,725,952,577 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 10,145,379 | $ | 2,715,807,198 | $ | | $ | 2,725,952,577 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 10,145,379 | $ | 2,715,807,198 | $ | | $ | 2,725,952,577 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 369,805,726 | ||
Aggregate gross unrealized depreciation |
(248,586,521 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 121,219,205 | ||
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 2,604,733,372 | ||
|
|
See Notes to Portfolio of Investments.
20
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
LONG-TERM DEBT SECURITIES: |
||||||||
Asset-Backed Securities (5.5%) |
||||||||
Affirm Asset Securitization Trust, |
||||||||
Series 2021-B A |
$ | 340,000 | $ | 321,484 | ||||
Series 2022-A A |
105,000 | 101,585 | ||||||
American Credit Acceptance Receivables Trust, |
||||||||
Series 2020-4 C |
93,247 | 91,941 | ||||||
Series 2021-3 B |
330,000 | 327,974 | ||||||
Series 2021-3 C |
710,000 | 687,258 | ||||||
AmeriCredit Automobile Receivables Trust, |
||||||||
Series 2020-1 A3 |
12,442 | 12,427 | ||||||
Series 2020-2 B |
15,000 | 14,648 | ||||||
Series 2021-2 B |
190,000 | 178,612 | ||||||
Series 2021-3 C |
425,000 | 387,328 | ||||||
Series 2022-1 B |
680,000 | 651,905 | ||||||
Series 2022-2 A3 |
270,000 | 264,372 | ||||||
Aqua Finance Trust, |
||||||||
Series 2021-A A |
322,525 | 292,963 | ||||||
Avid Automobile Receivables Trust, |
||||||||
Series 2021-1 A |
127,336 | 126,963 | ||||||
BHG Securitization Trust, |
||||||||
Series 2022-C A |
120,000 | 120,019 | ||||||
Canadian Pacer Auto Receivables Trust, |
||||||||
Series 2021-1A A3 |
700,000 | 678,518 | ||||||
CarMax Auto Owner Trust, |
||||||||
Series 2021-3 A3 |
1,170,000 | 1,113,512 | ||||||
Series 2021-4 A3 |
560,000 | 534,333 | ||||||
Carvana Auto Receivables Trust, |
||||||||
Series 2021-N2 B |
45,581 | 42,527 | ||||||
Series 2021-N4 C |
245,000 | 236,151 | ||||||
Series 2021-P3 A3 |
665,000 | 627,884 | ||||||
Series 2021-P4 A3 |
865,000 | 819,599 | ||||||
Series 2022-P3 A3 |
105,000 | 103,155 | ||||||
CNH Equipment Trust, |
||||||||
Series 2020-A A3 |
31,430 | 30,892 | ||||||
Commonbond Student Loan Trust, |
||||||||
Series 2021-BGS A |
473,916 | 416,915 | ||||||
Credit Acceptance Auto Loan Trust, |
||||||||
Series 2020-1A A |
100,664 | 100,559 | ||||||
Series 2021-3A A |
250,000 | 236,603 | ||||||
Series 2021-4 A |
455,000 | 425,377 | ||||||
Donlen Fleet Lease Funding LLC, |
||||||||
Series 2021-2 A2 |
244,870 | 236,900 | ||||||
Drive Auto Receivables Trust, |
||||||||
Series 2021-1 B |
92,156 | 91,810 | ||||||
Series 2021-2 B |
585,000 | 576,809 | ||||||
Series 2021-3 B |
375,000 | 356,533 | ||||||
DT Auto Owner Trust, |
||||||||
Series 2020-2A C |
80,000 | 79,098 | ||||||
Series 2021-1A B |
40,000 | 39,580 | ||||||
Series 2021-2A B |
145,000 | 141,549 | ||||||
Series 2021-3A A |
505,945 | 500,386 | ||||||
Series 2021-4A C |
155,000 | 145,574 | ||||||
Enterprise Fleet Financing LLC, |
||||||||
Series 2021-2 A2 |
621,377 | 597,633 | ||||||
Series 2022-3 A2 |
150,000 | 148,312 | ||||||
Exeter Automobile Receivables Trust, |
||||||||
Series 2020-2A C |
62,010 | 61,920 | ||||||
Series 2021-1A B |
5,245 | 5,240 | ||||||
Series 2021-2A B |
139,924 | 138,736 | ||||||
Series 2021-3A B |
635,000 | 624,133 | ||||||
Series 2021-4A B |
585,000 | 568,447 | ||||||
Series 2022-3A B |
490,000 | 482,316 | ||||||
Flagship Credit Auto Trust, |
||||||||
Series 2020-2 C |
60,000 | 59,672 | ||||||
Series 2020-4 C |
65,000 | 62,262 | ||||||
Series 2021-1 B |
100,000 | 97,515 | ||||||
Series 2021-2 B |
145,000 | 139,478 | ||||||
Series 2021-3 B |
1,065,000 | 999,414 | ||||||
Ford Credit Auto Owner Trust, |
||||||||
Series 2020-A A3 |
33,388 | 33,072 | ||||||
Series 2021-1 A |
275,000 | 245,545 |
See Notes to Portfolio of Investments.
21
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Foursight Capital Automobile Receivables Trust, |
||||||||
Series 2021-2 A3 |
$ | 895,000 | $ | 867,641 | ||||
Series 2022-1 A3 |
325,000 | 309,756 | ||||||
Series 2022-2 A3 |
275,000 | 269,021 | ||||||
GLS Auto Receivables Issuer Trust, |
||||||||
Series 2020-4A C |
55,000 | 54,007 | ||||||
Series 2021-1A B |
67,265 | 67,037 | ||||||
Series 2021-2A B |
335,000 | 329,378 | ||||||
Series 2021-3A B |
430,000 | 415,807 | ||||||
Series 2021-4A B |
800,000 | 761,803 | ||||||
GM Financial Automobile Leasing Trust, |
||||||||
Series 2021-3 A3 |
1,510,000 | 1,459,981 | ||||||
GM Financial Consumer Automobile Receivables Trust, |
||||||||
Series 2019-4 A3 |
10,555 | 10,527 | ||||||
Series 2020-1 A3 |
21,000 | 20,884 | ||||||
Series 2021-2 A2 |
39,118 | 39,036 | ||||||
Series 2021-4 A2 |
292,424 | 288,821 | ||||||
GM Financial Revolving Receivables Trust, |
||||||||
Series 2021-1 A |
195,000 | 170,593 | ||||||
Harley-Davidson Motorcycle Trust, |
||||||||
Series 2021-B A2 |
53,328 | 53,202 | ||||||
Series 2021-B A3 |
750,000 | 723,475 | ||||||
Hilton Grand Vacations Trust, |
||||||||
Series 2022-2A C |
96,671 | 92,814 | ||||||
Honda Auto Receivables Owner Trust, |
||||||||
Series 2019-3 A4 |
70,000 | 69,739 | ||||||
Series 2020-2 A3 |
50,924 | 50,748 | ||||||
Hyundai Auto Receivables Trust, |
||||||||
Series 2021-B A2 |
407,594 | 404,984 | ||||||
Marlette Funding Trust, |
||||||||
Series 2021-3A A |
187,198 | 185,534 | ||||||
Series 2022-3A A |
150,000 | 149,587 | ||||||
Mercedes-Benz Auto Lease Trust, |
||||||||
Series 2021-B A3 |
510,000 | 491,969 | ||||||
Mercedes-Benz Auto Receivables Trust, |
||||||||
Series 2021-1 A3 |
675,000 | 638,731 | ||||||
Navient Private Education Refi Loan Trust, |
||||||||
Series 2019-GA A |
90,162 | 82,611 | ||||||
Series 2021-EA A |
1,154,731 | 969,107 | ||||||
New Economy Assets Phase 1 Sponsor LLC, |
||||||||
Series 2021-1 A1 |
695,000 | 588,292 | ||||||
NextGear Floorplan Master Owner Trust, |
||||||||
Series 2021-1A A |
1,215,000 | 1,133,805 | ||||||
Nissan Auto Receivables Owner Trust, |
||||||||
Series 2019-C A3 |
24,390 | 24,320 | ||||||
OneMain Financial Issuance Trust, |
||||||||
Series 2022-S1 A |
990,000 | 940,507 | ||||||
Prestige Auto Receivables Trust, |
||||||||
Series 2020-1A C |
241,436 | 239,536 | ||||||
Series 2021-1A C |
350,000 | 324,460 | ||||||
Santander Consumer Auto Receivables Trust, |
||||||||
Series 2020-AA C |
50,000 | 49,565 | ||||||
Santander Drive Auto Receivables Trust, |
||||||||
Series 2020-4 C |
37,103 | 36,767 | ||||||
Series 2021-3 B |
770,000 | 760,765 | ||||||
Series 2022-3 B |
665,000 | 649,131 | ||||||
Series 2022-4 B |
450,000 | 438,654 | ||||||
Series 2022-5 B |
240,000 | 235,190 | ||||||
Santander Retail Auto Lease Trust, |
||||||||
Series 2021-C A2 |
178,290 | 177,716 | ||||||
SCF Equipment Leasing LLC, |
||||||||
Series 2022-1A A3 |
325,000 | 305,105 | ||||||
SMB Private Education Loan Trust, |
||||||||
Series 2021-D A1A |
308,213 | 270,919 |
See Notes to Portfolio of Investments.
22
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
SoFi Professional Loan Program Trust, |
||||||||
Series 2020-A A2FX |
$ | 87,906 | $ | 82,597 | ||||
Toyota Auto Loan Extended Note Trust, |
||||||||
Series 2020-1A A |
110,000 | 100,778 | ||||||
Toyota Auto Receivables Owner Trust, |
||||||||
Series 2020-B A3 |
25,443 | 25,220 | ||||||
Series 2021-C A3 |
745,000 | 711,978 | ||||||
United Auto Credit Securitization Trust, |
||||||||
Series 2022-1 B |
160,000 | 157,678 | ||||||
Series 2022-2 C |
255,000 | 252,613 | ||||||
Westlake Automobile Receivables Trust, |
||||||||
Series 2020-2A C |
195,000 | 193,137 | ||||||
Series 2020-3A C |
35,000 | 34,011 | ||||||
Series 2021-1A B |
190,000 | 185,523 | ||||||
Series 2021-2A B |
240,000 | 231,976 | ||||||
Series 2021-3A C |
855,000 | 804,302 | ||||||
World Omni Auto Receivables Trust, |
||||||||
Series 2019-C A3 |
9,934 | 9,874 | ||||||
Series 2021-C A2 |
332,842 | 330,879 | ||||||
World Omni Select Auto Trust, |
||||||||
Series 2021-A B |
300,000 | 283,597 | ||||||
|
|
|||||||
Total Asset- Backed Securities |
33,933,126 | |||||||
|
|
|||||||
Collateralized Mortgage Obligation (0.3%) |
||||||||
Towd Point Mortgage Trust, |
||||||||
Series 2019-2 A2 |
2,120,000 | 1,861,888 | ||||||
|
|
|||||||
Total Collateralized Mortgage Obligation |
1,861,888 | |||||||
|
|
|||||||
Commercial Mortgage-Backed Securities (3.3%) |
||||||||
BANK, |
||||||||
Series 2020-BN27 A5 |
250,000 | 201,833 | ||||||
Series 2021-BN34 A5 |
660,000 | 533,861 | ||||||
Series 2021-BN36 A5 |
1,045,000 | 838,620 | ||||||
Series 2021-BN37 A5 |
755,000 | 615,461 | ||||||
Series 2022-BNK40 A4 |
400,000 | 346,529 | ||||||
BBCMS Mortgage Trust, |
||||||||
Series 2021-C12 A5 |
755,000 | 616,425 | ||||||
Benchmark Mortgage Trust, |
||||||||
Series 2021-B28 A5 |
780,000 | 612,869 | ||||||
Series 2021-B29 A5 |
695,000 | 553,946 | ||||||
Series 2021-B31 A5 |
605,000 | 491,605 | ||||||
BPR Trust, |
||||||||
Series 2021-NRD A |
420,000 | 403,404 | ||||||
Series 2022-OANA A |
310,000 | 302,347 | ||||||
CSMC LLC, |
||||||||
Series 2014-USA A1 |
272,399 | 245,544 | ||||||
Series 2014-USA A2 |
240,000 | 217,455 | ||||||
DROP Mortgage Trust, |
||||||||
Series 2021-FILE A |
420,000 | 405,890 | ||||||
FHLMC Multifamily Structured Pass-Through Certificates, |
||||||||
Series K738 A2 |
250,000 | 220,890 | ||||||
Series K-F107 AS |
952,527 | 939,684 | ||||||
GS Mortgage Securities Corp. II, |
||||||||
Series 2012-BWTR A |
305,000 | 275,843 | ||||||
JPMDB Commercial Mortgage Securities Trust, |
||||||||
Series 2018-C8 C |
1,190,000 | 1,038,816 | ||||||
Med Trust, |
||||||||
Series 2021-MDLN A |
385,000 | 373,583 | ||||||
Morgan Stanley Bank of America Merrill Lynch Trust, |
||||||||
Series 2013-C11 A4 |
735,000 | 729,515 | ||||||
Morgan Stanley Capital I Trust, |
||||||||
Series 2020-HR8 A4 |
275,000 | 218,305 | ||||||
Series 2021-L7 A5 |
775,000 | 620,812 | ||||||
SPGN Mortgage Trust, |
||||||||
Series 2022-TFLM A |
760,000 | 735,897 | ||||||
Wells Fargo Commercial Mortgage Trust, |
||||||||
Series 2016-NXS5 D |
3,000,000 | 2,592,960 | ||||||
Series 2019-C49 D |
4,810,000 | 3,523,493 | ||||||
Series 2020-C57 A4 |
355,000 | 284,232 | ||||||
Series 2020-C58 A4 |
100,000 | 78,627 |
See Notes to Portfolio of Investments.
23
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Series 2021-C60 A4 |
$ | 1,540,000 | $ | 1,215,383 | ||||
Series 2021-C61 A4 |
1,100,000 | 885,363 | ||||||
Series 2022-C62 A4 |
715,000 | 641,953 | ||||||
|
|
|||||||
Total Commercial Mortgage-Backed Securities |
20,761,145 | |||||||
|
|
|||||||
Convertible Bond (0.3%) |
||||||||
Information Technology (0.3%) |
||||||||
Technology Hardware, Storage & Peripherals (0.3%) |
||||||||
Western Digital Corp. |
||||||||
1.500%, 2/1/24(e) |
1,900,000 | 1,799,288 | ||||||
|
|
|||||||
Total Information Technology |
1,799,288 | |||||||
|
|
|||||||
Total Convertible Bond |
1,799,288 | |||||||
|
|
|||||||
Corporate Bonds (36.1%) |
||||||||
Communication Services (2.5%) |
||||||||
Diversified Telecommunication Services (0.4%) |
||||||||
CCO Holdings LLC |
||||||||
5.500%, 5/1/26§ |
124,000 | 117,551 | ||||||
6.375%, 9/1/29§ |
354,000 | 323,910 | ||||||
4.750%, 3/1/30§ |
112,000 | 90,379 | ||||||
4.750%, 2/1/32§ |
198,000 | 153,860 | ||||||
4.500%, 5/1/32 |
283,000 | 215,836 | ||||||
4.500%, 6/1/33§ |
324,000 | 239,264 | ||||||
Lumen Technologies, Inc. |
||||||||
5.125%, 12/15/26§ |
320,000 | 276,000 | ||||||
5.375%, 6/15/29§ |
344,000 | 254,560 | ||||||
Series G |
266,000 | 227,762 | ||||||
Series W |
126,000 | 128,205 | ||||||
Sprint Capital Corp. |
||||||||
8.750%, 3/15/32 |
177,000 | 204,443 | ||||||
Windstream Escrow LLC |
||||||||
7.750%, 8/15/28§ |
210,000 | 174,300 | ||||||
Zayo Group Holdings, Inc. |
||||||||
4.000%, 3/1/27§ |
300,000 | 240,681 | ||||||
6.125%, 3/1/28§ |
314,000 | 220,978 | ||||||
|
|
|||||||
2,867,729 | ||||||||
|
|
|||||||
Entertainment (0.2%) |
|
|||||||
Lions Gate Capital Holdings LLC |
||||||||
5.500%, 4/15/29§ |
457,000 | 340,465 | ||||||
Live Nation Entertainment, Inc. |
||||||||
4.875%, 11/1/24§ |
266,000 | 256,823 | ||||||
6.500%, 5/15/27§ |
200,000 | 192,500 | ||||||
Warnermedia Holdings, Inc. |
||||||||
5.141%, 3/15/52§ |
370,000 | 269,292 | ||||||
|
|
|||||||
1,059,080 | ||||||||
|
|
|||||||
Interactive Media & Services (0.8%) |
|
|||||||
Meta Platforms, Inc. |
||||||||
4.450%, 8/15/52§ |
5,959,000 | 4,849,309 | ||||||
Rackspace Technology Global, Inc. |
||||||||
5.375%, 12/1/28§ |
218,000 | 100,450 | ||||||
|
|
|||||||
4,949,759 | ||||||||
|
|
|||||||
Media (0.7%) |
|
|||||||
Gray Escrow II, Inc. |
||||||||
5.375%, 11/15/31§ |
187,000 | 146,041 | ||||||
Gray Television, Inc. |
||||||||
5.875%, 7/15/26§ |
160,000 | 147,000 | ||||||
4.750%, 10/15/30§ |
246,000 | 183,803 | ||||||
McGraw-Hill Education, Inc. |
||||||||
8.000%, 8/1/29§ |
408,000 | 333,969 | ||||||
Nexstar Media, Inc. |
||||||||
5.625%, 7/15/27§ |
445,000 | 408,622 | ||||||
Outfront Media Capital LLC |
||||||||
5.000%, 8/15/27§ |
389,000 | 337,574 | ||||||
Paramount Global |
||||||||
6.875%, 4/30/36 |
170,000 | 159,090 | ||||||
Sinclair Television Group, Inc. |
||||||||
5.500%, 3/1/30§ |
220,000 | 159,500 | ||||||
Sirius XM Radio, Inc. |
||||||||
3.125%, 9/1/26§ |
322,000 | 281,992 | ||||||
3.875%, 9/1/31§ |
310,000 | 240,250 | ||||||
Stagwell Global LLC |
||||||||
5.625%, 8/15/29§ |
386,000 | 317,512 | ||||||
TEGNA, Inc. |
||||||||
4.750%, 3/15/26§ |
354,000 | 340,814 | ||||||
5.000%, 9/15/29 |
152,000 | 139,650 | ||||||
Univision Communications, Inc. |
||||||||
7.375%, 6/30/30§ |
303,000 | 288,698 | ||||||
Videotron Ltd. |
||||||||
3.625%, 6/15/29§ |
150,000 | 121,395 | ||||||
VZ Secured Financing BV |
||||||||
5.000%, 1/15/32§ |
320,000 | 243,536 | ||||||
Ziggo Bond Co. BV |
||||||||
6.000%, 1/15/27§ |
348,000 | 291,015 | ||||||
|
|
|||||||
4,140,461 | ||||||||
|
|
|||||||
Wireless Telecommunication Services (0.4%) |
|
|||||||
Sprint Corp. |
||||||||
7.875%, 9/15/23 |
184,000 | 186,985 | ||||||
7.625%, 3/1/26 |
140,000 | 145,003 | ||||||
T-Mobile USA, Inc. |
||||||||
5.650%, 1/15/53 |
2,285,000 | 2,174,422 | ||||||
Vmed O2 UK Financing I plc |
||||||||
4.750%, 7/15/31§ |
200,000 | 155,180 | ||||||
|
|
|||||||
2,661,590 | ||||||||
|
|
|||||||
Total Communication Services |
15,678,619 | |||||||
|
|
|||||||
Consumer Discretionary (3.7%) |
||||||||
Auto Components (0.1%) |
||||||||
Aptiv plc |
||||||||
3.100%, 12/1/51 |
260,000 | 146,048 | ||||||
Denso Corp. |
||||||||
1.239%, 9/16/26§ |
565,000 | 486,408 | ||||||
Icahn Enterprises LP |
||||||||
6.375%, 12/15/25 |
170,000 | 162,562 | ||||||
|
|
|||||||
795,018 | ||||||||
|
|
|||||||
Automobiles (0.8%) |
|
|||||||
BMW US Capital LLC |
||||||||
0.750%, 8/12/24§ |
1,225,000 | 1,136,800 | ||||||
Ford Motor Co. |
||||||||
6.625%, 10/1/28 |
206,000 | 199,047 | ||||||
General Motors Co. |
||||||||
5.400%, 10/15/29 |
570,000 | 528,608 | ||||||
5.200%, 4/1/45 |
762,000 | 583,204 |
See Notes to Portfolio of Investments.
24
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Hyundai Capital America |
||||||||
0.875%, 6/14/24§ |
$ | 270,000 | $ | 249,504 | ||||
2.100%, 9/15/28§ |
285,000 | 226,527 | ||||||
Kia Corp. |
||||||||
1.000%, 4/16/24§ |
200,000 | 187,612 | ||||||
Mercedes-Benz Finance North America LLC |
||||||||
3.350%, 2/22/23§ |
245,000 | 243,975 | ||||||
Stellantis Finance US, Inc. |
||||||||
6.375%, 9/12/32§ |
940,000 | 869,911 | ||||||
Volkswagen Group of America Finance LLC |
||||||||
3.350%, 5/13/25§ |
315,000 | 299,384 | ||||||
4.350%, 6/8/27§ |
505,000 | 473,801 | ||||||
|
|
|||||||
4,998,373 | ||||||||
|
|
|||||||
Distributors (0.1%) |
|
|||||||
Ferguson Finance plc |
||||||||
4.650%, 4/20/32§ |
375,000 | 330,320 | ||||||
Univar Solutions USA, Inc. |
||||||||
5.125%, 12/1/27§ |
146,000 | 130,670 | ||||||
|
|
|||||||
460,990 | ||||||||
|
|
|||||||
Diversified Consumer Services (0.0%) |
|
|||||||
GEMS MENASA Cayman Ltd. |
||||||||
7.125%, 7/31/26§ |
200,000 | 186,850 | ||||||
|
|
|||||||
Hotels, Restaurants & Leisure (0.9%) |
|
|||||||
1011778 BC ULC |
||||||||
5.750%, 4/15/25§ |
190,000 | 187,922 | ||||||
3.875%, 1/15/28§ |
116,000 | 100,944 | ||||||
Caesars Entertainment, Inc. |
||||||||
6.250%, 7/1/25§ |
391,000 | 376,232 | ||||||
4.625%, 10/15/29§ |
177,000 | 135,847 | ||||||
Carnival Corp. |
||||||||
6.000%, 5/1/29§ |
213,000 | 143,775 | ||||||
CDI Escrow Issuer, Inc. |
||||||||
5.750%, 4/1/30§ |
307,000 | 267,636 | ||||||
CEC Entertainment LLC |
||||||||
6.750%, 5/1/26§ |
160,000 | 143,400 | ||||||
Churchill Downs, Inc. |
||||||||
5.500%, 4/1/27§ |
211,000 | 196,762 | ||||||
Dave & Busters, Inc. |
||||||||
7.625%, 11/1/25§ |
359,000 | 353,166 | ||||||
Expedia Group, Inc. |
||||||||
6.250%, 5/1/25§ |
290,000 | 291,048 | ||||||
Hilton Domestic Operating Co., Inc. |
||||||||
5.750%, 5/1/28§ |
333,000 | 310,523 | ||||||
3.625%, 2/15/32§ |
234,000 | 177,840 | ||||||
IRB Holding Corp. |
||||||||
7.000%, 6/15/25§ |
218,000 | 216,363 | ||||||
Life Time, Inc. |
||||||||
5.750%, 1/15/26§ |
256,000 | 233,349 | ||||||
MajorDrive Holdings IV LLC |
||||||||
6.375%, 6/1/29§ |
253,000 | 173,305 | ||||||
Marriott International, Inc. |
||||||||
5.000%, 10/15/27 |
460,000 | 446,033 | ||||||
Royal Caribbean Cruises Ltd. |
||||||||
5.375%, 7/15/27§ |
371,000 | 272,885 | ||||||
11.625%, 8/15/27§ |
100,000 | 90,875 | ||||||
Scientific Games Holdings LP |
||||||||
6.625%, 3/1/30§ |
232,000 | 185,971 | ||||||
Station Casinos LLC |
||||||||
4.500%, 2/15/28§ |
423,000 | 347,097 | ||||||
4.625%, 12/1/31§ |
241,000 | 183,384 | ||||||
Vail Resorts, Inc. |
||||||||
6.250%, 5/15/25§ |
103,000 | 101,584 | ||||||
Wyndham Hotels & Resorts, Inc. |
||||||||
4.375%, 8/15/28§ |
302,000 | 264,911 | ||||||
Yum! Brands, Inc. |
||||||||
5.375%, 4/1/32 |
379,000 | 336,036 | ||||||
|
|
|||||||
5,536,888 | ||||||||
|
|
|||||||
Household Durables (0.2%) |
|
|||||||
CD&R Smokey Buyer, Inc. |
||||||||
6.750%, 7/15/25§ |
518,000 | 473,607 | ||||||
M.D.C. Holdings, Inc. |
||||||||
3.966%, 8/6/61 |
485,000 | 256,444 | ||||||
Newell Brands, Inc. |
||||||||
6.625%, 9/15/29 |
242,000 | 236,611 | ||||||
Picasso Finance Sub, Inc. |
||||||||
6.125%, 6/15/25§ |
16,000 | 15,760 | ||||||
|
|
|||||||
982,422 | ||||||||
|
|
|||||||
Internet & Direct Marketing Retail (0.2%) |
|
|||||||
Getty Images, Inc. |
||||||||
9.750%, 3/1/27§ |
780,000 | 768,300 | ||||||
Photo Holdings Merger Sub, Inc. |
||||||||
8.500%, 10/1/26§ |
486,000 | 310,894 | ||||||
Prosus NV |
||||||||
4.987%, 1/19/52§ |
275,000 | 178,750 | ||||||
|
|
|||||||
1,257,944 | ||||||||
|
|
|||||||
Leisure Products (0.2%) |
|
|||||||
Brunswick Corp. |
||||||||
0.850%, 8/18/24 |
780,000 | 717,670 | ||||||
4.400%, 9/15/32 |
330,000 | 266,943 | ||||||
Mattel, Inc. |
||||||||
3.750%, 4/1/29§ |
143,000 | 119,997 | ||||||
|
|
|||||||
1,104,610 | ||||||||
|
|
|||||||
Specialty Retail (1.1%) |
|
|||||||
Asbury Automotive Group, Inc. |
||||||||
4.750%, 3/1/30 |
102,000 | 79,560 | ||||||
5.000%, 2/15/32§ |
231,000 | 177,870 | ||||||
AutoNation, Inc. |
||||||||
3.500%, 11/15/24 |
170,000 | 163,706 | ||||||
Dicks Sporting Goods, Inc. |
||||||||
4.100%, 1/15/52 |
365,000 | 224,271 | ||||||
eG Global Finance plc |
||||||||
8.500%, 10/30/25§ |
220,000 | 192,399 | ||||||
Home Depot, Inc. (The) |
||||||||
4.500%, 9/15/32 |
350,000 | 335,340 | ||||||
LBM Acquisition LLC |
||||||||
6.250%, 1/15/29§ |
324,000 | 219,510 | ||||||
LCM Investments Holdings II LLC |
||||||||
4.875%, 5/1/29§ |
290,000 | 223,662 | ||||||
Lowes Cos., Inc. |
||||||||
5.625%, 4/15/53 |
4,346,000 | 4,064,350 | ||||||
Sonic Automotive, Inc. |
||||||||
4.875%, 11/15/31§ |
202,000 | 153,015 | ||||||
Specialty Building Products Holdings LLC |
||||||||
6.375%, 9/30/26§ |
621,000 | 512,325 | ||||||
SRS Distribution, Inc. |
||||||||
4.625%, 7/1/28§ |
202,000 | 172,991 | ||||||
6.000%, 12/1/29§ |
267,000 | 212,938 | ||||||
White Cap Buyer LLC |
||||||||
6.875%, 10/15/28§ |
292,000 | 240,900 | ||||||
|
|
|||||||
6,972,837 | ||||||||
|
|
See Notes to Portfolio of Investments.
25
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Textiles, Apparel & Luxury Goods (0.1%) |
|
|||||||
Crocs, Inc. |
||||||||
4.125%, 8/15/31§ |
$ | 182,000 | $ | 138,320 | ||||
G-III Apparel Group Ltd. |
||||||||
7.875%, 8/15/25§ |
322,000 | 291,410 | ||||||
Tapestry, Inc. |
||||||||
3.050%, 3/15/32 |
155,000 | 115,845 | ||||||
|
|
|||||||
545,575 | ||||||||
|
|
|||||||
Total Consumer Discretionary |
22,841,507 | |||||||
|
|
|||||||
Consumer Staples (1.3%) |
||||||||
Beverages (0.1%) |
||||||||
Coca-Cola Europacific Partners plc |
||||||||
0.800%, 5/3/24§ |
505,000 | 471,376 | ||||||
Primo Water Holdings, Inc. |
||||||||
4.375%, 4/30/29§ |
203,000 | 167,587 | ||||||
|
|
|||||||
638,963 | ||||||||
|
|
|||||||
Food & Staples Retailing (0.2%) |
||||||||
Performance Food Group, Inc. |
||||||||
6.875%, 5/1/25§ |
201,000 | 198,990 | ||||||
5.500%, 10/15/27§ |
100,000 | 90,883 | ||||||
United Natural Foods, Inc. |
||||||||
6.750%, 10/15/28§ |
132,000 | 120,906 | ||||||
US Foods, Inc. |
||||||||
6.250%, 4/15/25§ |
265,000 | 260,363 | ||||||
4.625%, 6/1/30§ |
257,000 | 213,952 | ||||||
Walgreens Boots Alliance, Inc. |
||||||||
0.950%, 11/17/23 |
770,000 | 737,848 | ||||||
|
|
|||||||
1,622,942 | ||||||||
|
|
|||||||
Food Products (0.6%) |
||||||||
B&G Foods, Inc. |
||||||||
5.250%, 4/1/25 |
188,000 | 163,090 | ||||||
JBS USA LUX SA |
||||||||
5.750%, 4/1/33§ |
695,000 | 628,651 | ||||||
6.500%, 12/1/52§ |
665,000 | 589,702 | ||||||
Kraft Heinz Foods Co. |
||||||||
6.875%, 1/26/39 |
158,000 | 163,609 | ||||||
4.375%, 6/1/46 |
220,000 | 172,038 | ||||||
Mondelez International Holdings Netherlands BV |
||||||||
2.250%, 9/19/24§ |
240,000 | 226,533 | ||||||
Nestle Holdings, Inc. |
||||||||
4.700%, 1/15/53§ |
670,000 | 629,122 | ||||||
Post Holdings, Inc. |
||||||||
5.750%, 3/1/27§ |
102,000 | 97,155 | ||||||
4.625%, 4/15/30§ |
117,000 | 95,794 | ||||||
4.500%, 9/15/31§ |
396,000 | 318,780 | ||||||
Sigma Holdco BV |
||||||||
7.875%, 5/15/26§ |
419,000 | 272,350 | ||||||
Simmons Foods, Inc. |
||||||||
4.625%, 3/1/29§ |
336,000 | 274,680 | ||||||
Viterra Finance BV |
||||||||
2.000%, 4/21/26§ |
225,000 | 189,953 | ||||||
|
|
|||||||
3,821,457 | ||||||||
|
|
|||||||
Household Products (0.1%) |
||||||||
Central Garden & Pet Co. |
||||||||
4.125%, 10/15/30 |
76,000 | 60,367 | ||||||
Energizer Holdings, Inc. |
||||||||
4.750%, 6/15/28§ |
282,000 | 222,780 | ||||||
Kronos Acquisition Holdings, Inc. |
||||||||
7.000%, 12/31/27§ |
67,000 | 52,344 | ||||||
Spectrum Brands, Inc. |
||||||||
5.750%, 7/15/25 |
80,000 | 75,400 | ||||||
5.500%, 7/15/30§ |
50,000 | 39,375 | ||||||
3.875%, 3/15/31§ |
244,000 | 166,064 | ||||||
|
|
|||||||
616,330 | ||||||||
|
|
|||||||
Personal Products (0.1%) |
||||||||
Herbalife Nutrition Ltd. |
||||||||
7.875%, 9/1/25§ |
334,000 | 299,818 | ||||||
Prestige Brands, Inc. |
||||||||
3.750%, 4/1/31§ |
200,000 | 154,810 | ||||||
|
|
|||||||
454,628 | ||||||||
|
|
|||||||
Tobacco (0.2%) |
||||||||
BAT Capital Corp. |
||||||||
4.700%, 4/2/27 |
225,000 | 209,696 | ||||||
4.742%, 3/16/32 |
135,000 | 112,839 | ||||||
Imperial Brands Finance plc |
||||||||
6.125%, 7/27/27§ |
395,000 | 390,404 | ||||||
Reynolds American, Inc. |
||||||||
4.850%, 9/15/23 |
310,000 | 309,060 | ||||||
|
|
|||||||
1,021,999 | ||||||||
|
|
|||||||
Total Consumer Staples |
8,176,319 | |||||||
|
|
|||||||
Energy (2.6%) |
||||||||
Energy Equipment & Services (0.0%) |
||||||||
Precision Drilling Corp. |
||||||||
7.125%, 1/15/26§ |
170,000 | 159,163 | ||||||
|
|
|||||||
Oil, Gas & Consumable Fuels (2.6%) |
||||||||
Aethon United BR LP |
||||||||
8.250%, 2/15/26§ |
214,000 | 206,189 | ||||||
Antero Resources Corp. |
||||||||
7.625%, 2/1/29§ |
63,000 | 63,000 | ||||||
Ascent Resources Utica Holdings LLC |
||||||||
7.000%, 11/1/26§ |
306,000 | 294,387 | ||||||
Blue Racer Midstream LLC |
||||||||
7.625%, 12/15/25§ |
224,000 | 215,320 | ||||||
6.625%, 7/15/26§ |
220,000 | 205,700 | ||||||
Boardwalk Pipelines LP |
||||||||
3.600%, 9/1/32 |
265,000 | 210,287 | ||||||
Chevron Corp. |
||||||||
1.141%, 5/11/23 |
325,000 | 319,227 | ||||||
Colgate Energy Partners III LLC |
||||||||
5.875%, 7/1/29§ |
98,000 | 87,436 | ||||||
Crescent Energy Finance LLC |
||||||||
7.250%, 5/1/26§ |
268,000 | 242,205 | ||||||
Crestwood Midstream Partners LP |
||||||||
5.625%, 5/1/27§ |
120,000 | 108,354 | ||||||
6.000%, 2/1/29§ |
439,000 | 392,905 | ||||||
CrownRock LP |
||||||||
5.625%, 10/15/25§ |
465,000 | 446,670 | ||||||
Delek Logistics Partners LP |
||||||||
6.750%, 5/15/25 |
325,000 | 312,000 | ||||||
7.125%, 6/1/28§ |
200,000 | 175,668 | ||||||
Encino Acquisition Partners Holdings LLC |
||||||||
8.500%, 5/1/28§ |
214,000 | 196,903 |
See Notes to Portfolio of Investments.
26
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Energean Israel Finance Ltd. |
||||||||
5.875%, 3/30/31(m) |
$ | 3,740,000 | $ | 3,085,500 | ||||
Energy Transfer LP |
||||||||
3.600%, 2/1/23 |
245,000 | 243,574 | ||||||
7.500%, 7/1/38 |
170,000 | 171,300 | ||||||
Genesis Energy LP |
||||||||
8.000%, 1/15/27 |
266,000 | 233,415 | ||||||
7.750%, 2/1/28 |
577,000 | 497,662 | ||||||
Gray Oak Pipeline LLC |
||||||||
2.000%, 9/15/23§ |
335,000 | 323,728 | ||||||
Holly Energy Partners LP |
||||||||
6.375%, 4/15/27§ |
130,000 | 123,825 | ||||||
5.000%, 2/1/28§ |
220,000 | 194,150 | ||||||
Kinder Morgan Energy Partners LP |
||||||||
4.150%, 2/1/24 |
225,000 | 221,988 | ||||||
Kinetik Holdings LP |
||||||||
5.875%, 6/15/30§ |
292,000 | 267,372 | ||||||
MPLX LP |
||||||||
4.950%, 3/14/52 |
220,000 | 174,069 | ||||||
New Fortress Energy, Inc. |
||||||||
6.750%, 9/15/25§ |
3,580,000 | 3,379,771 | ||||||
NuStar Logistics LP |
||||||||
5.750%, 10/1/25 |
183,000 | 169,599 | ||||||
6.000%, 6/1/26 |
140,000 | 128,100 | ||||||
Occidental Petroleum Corp. |
||||||||
6.625%, 9/1/30 |
161,000 | 163,431 | ||||||
6.125%, 1/1/31 |
93,000 | 91,600 | ||||||
6.450%, 9/15/36 |
476,000 | 474,215 | ||||||
ONEOK, Inc. |
||||||||
7.150%, 1/15/51 |
120,000 | 115,525 | ||||||
Pioneer Natural Resources Co. |
||||||||
0.550%, 5/15/23 |
265,000 | 258,429 | ||||||
Plains All American Pipeline LP |
||||||||
2.850%, 1/31/23 |
335,000 | 333,055 | ||||||
Rockcliff Energy II LLC |
||||||||
5.500%, 10/15/29§ |
113,000 | 99,581 | ||||||
Southwestern Energy Co. |
||||||||
7.750%, 10/1/27 |
174,000 | 176,175 | ||||||
4.750%, 2/1/32 |
217,000 | 181,737 | ||||||
Summit Midstream Holdings LLC |
||||||||
8.500%, 10/15/26§ |
369,000 | 346,399 | ||||||
Sunoco LP |
||||||||
4.500%, 4/30/30 |
452,000 | 367,951 | ||||||
Targa Resources Corp. |
||||||||
6.250%, 7/1/52 |
330,000 | 300,698 | ||||||
Williams Cos., Inc. (The) |
||||||||
5.300%, 8/15/52 |
325,000 | 284,881 | ||||||
|
|
|||||||
15,883,981 | ||||||||
|
|
|||||||
Total Energy |
16,043,144 | |||||||
|
|
|||||||
Financials (15.4%) |
||||||||
Banks (7.6%) |
||||||||
ABN AMRO Bank NV |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.10%), 2.470%, 12/13/29(k)§ |
400,000 | 318,736 | ||||||
ANZ New Zealand Intl Ltd. |
||||||||
2.166%, 2/18/25§ |
455,000 | 424,980 | ||||||
ASB Bank Ltd. |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.25%), 5.284%, 6/17/32(k)§ |
485,000 | 457,851 | ||||||
Bank of America Corp. |
||||||||
(SOFR + 1.33%), 3.384%, 4/2/26(k) |
730,000 | 694,850 | ||||||
(ICE LIBOR USD 3 Month + 3.15%), 4.083%, 3/20/51(k) |
7,450,000 | 5,587,377 | ||||||
Bank of Ireland Group plc |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 2.65%), 6.253%, 9/16/26(k)§ |
900,000 | 881,069 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.10%), 2.029%, 9/30/27(k)§ |
1,105,000 | 910,974 | ||||||
Bank of Montreal Series H |
||||||||
4.700%, 9/14/27 |
1,335,000 | 1,290,648 | ||||||
Bank of New Zealand |
||||||||
2.000%, 2/21/25§ |
250,000 | 232,479 | ||||||
2.285%, 1/27/27§ |
605,000 | 534,524 | ||||||
Bank of Nova Scotia (The) |
||||||||
3.450%, 4/11/25 |
955,000 | 913,767 | ||||||
Banque Federative du Credit Mutuel SA |
||||||||
2.375%, 11/21/24§ |
240,000 | 225,710 | ||||||
4.753%, 7/13/27§ |
680,000 | 650,384 | ||||||
Barclays plc |
||||||||
(ICE LIBOR USD 3 Month + 1.61%), 3.932%, 5/7/25(k) |
240,000 | 230,792 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 2.65%), 5.501%, 8/9/28(k) |
1,090,000 | 1,023,551 | ||||||
BNP Paribas SA |
||||||||
(SOFR + 1.22%), 2.159%, 9/15/29(k)§ |
540,000 | 423,180 | ||||||
Canadian Imperial Bank of Commerce |
||||||||
3.945%, 8/4/25 |
1,360,000 | 1,312,268 | ||||||
Citigroup, Inc. |
||||||||
(SOFR + 1.67%), 1.678%, 5/15/24(k) |
675,000 | 660,510 | ||||||
(SOFR + 0.67%), 0.981%, 5/1/25(k) |
115,000 | 106,603 | ||||||
(United States SOFR Compounded Index + 1.55%), 5.610%, 9/29/26(k) |
1,315,000 | 1,308,240 | ||||||
Citizens Bank NA |
||||||||
(SOFR + 2.00%), 4.575%, 8/9/28(k) |
260,000 | 248,218 |
See Notes to Portfolio of Investments.
27
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Citizens Financial Group, Inc. |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.75%), 5.641%, 5/21/37(k) |
$ | 690,000 | $ | 634,010 | ||||
Comerica Bank |
||||||||
2.500%, 7/23/24 |
250,000 | 239,457 | ||||||
Commonwealth Bank of Australia |
||||||||
2.552%, 3/14/27§ |
255,000 | 229,337 | ||||||
Cooperatieve Rabobank UA |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 0.73%), 1.980%, 12/15/27(k)§ |
510,000 | 436,980 | ||||||
Credit Agricole SA |
||||||||
(SOFR + 1.68%), 1.907%, 6/16/26(k)§ |
590,000 | 527,173 | ||||||
Danske Bank A/S |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 0.55%), 0.976%, 9/10/25(k)§ |
1,435,000 | 1,299,295 | ||||||
DNB Bank ASA |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 0.33%), 0.856%, 9/30/25(k)§ |
1,220,000 | 1,115,611 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 0.85%), 1.127%, 9/16/26(k)§ |
350,000 | 306,099 | ||||||
Fifth Third Bancorp |
||||||||
(United States SOFR Compounded Index + 2.13%), 4.772%, 7/28/30(k) |
690,000 | 642,965 | ||||||
HSBC Bank Canada |
||||||||
0.950%, 5/14/23§ |
350,000 | 342,940 | ||||||
HSBC Holdings plc |
||||||||
(SOFR + 2.61%), 5.210%, 8/11/28(k) |
955,000 | 894,157 | ||||||
Huntington Bancshares, Inc. |
||||||||
(SOFR + 1.97%), 4.443%, 8/4/28(k) |
470,000 | 440,785 | ||||||
Huntington National Bank (The) |
||||||||
(SOFR + 1.21%), 4.008%, 5/16/25(k) |
265,000 | 261,344 | ||||||
JPMorgan Chase & Co. |
||||||||
(SOFR + 1.32%), 4.080%, 4/26/26(k) |
395,000 | 379,405 | ||||||
(SOFR + 2.58%), 5.717%, 9/14/33(k) |
480,000 | 453,347 | ||||||
(SOFR + 1.58%), 3.328%, 4/22/52(k) |
3,079,000 | 2,029,506 | ||||||
KeyBank NA |
||||||||
4.150%, 8/8/25 |
365,000 | 353,628 | ||||||
Lloyds Banking Group plc |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.75%), 4.716%, 8/11/26(k) |
795,000 | 764,207 | ||||||
Mitsubishi UFJ Financial Group, Inc. |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.13%), 3.837%, 4/17/26(k) |
405,000 | 387,373 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.90%), 5.354%, 9/13/28(k) |
665,000 | 648,590 | ||||||
Mizuho Financial Group, Inc. |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 2.40%), 5.669%, 9/13/33(k) |
770,000 | 744,419 | ||||||
National Australia Bank Ltd. |
||||||||
1.388%, 1/12/25§ |
720,000 | 665,613 | ||||||
National Bank of Canada |
||||||||
0.750%, 8/6/24 |
1,580,000 | 1,456,380 | ||||||
NatWest Markets plc |
||||||||
2.375%, 5/21/23§ |
350,000 | 342,789 | ||||||
Nordea Bank Abp |
||||||||
1.500%, 9/30/26§ |
1,105,000 | 942,346 | ||||||
5.375%, 9/22/27§ |
485,000 | 474,106 | ||||||
Norinchukin Bank (The) |
||||||||
4.867%, 9/14/27§ |
940,000 | 921,350 | ||||||
Royal Bank of Canada |
||||||||
4.240%, 8/3/27 |
470,000 | 449,849 | ||||||
Santander Holdings USA, Inc. |
||||||||
3.450%, 6/2/25 |
495,000 | 463,386 | ||||||
(SOFR + 2.33%), 5.807%, 9/9/26(k) |
315,000 | 307,680 | ||||||
Societe Generale SA |
||||||||
2.625%, 1/22/25§ |
240,000 | 222,666 | ||||||
4.677%, 6/15/27§ |
400,000 | 382,894 | ||||||
Standard Chartered plc |
||||||||
3.950%, 1/11/23§ |
325,000 | 323,785 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.18%), 2.608%, 1/12/28(k)§ |
260,000 | 220,432 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 1.20%), 2.678%, 6/29/32(k)§ |
375,000 | 273,768 | ||||||
Sumitomo Mitsui Financial Group, Inc. |
||||||||
1.902%, 9/17/28 |
795,000 | 634,323 | ||||||
Sumitomo Mitsui Trust Bank Ltd. |
||||||||
0.850%, 3/25/24§ |
320,000 | 300,246 | ||||||
2.550%, 3/10/25§ |
365,000 | 341,830 |
See Notes to Portfolio of Investments.
28
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Swedbank AB |
||||||||
3.356%, 4/4/25§ |
$ | 685,000 | $ | 654,219 | ||||
5.337%, 9/20/27§ |
800,000 | 775,909 | ||||||
Toronto-Dominion Bank (The) |
||||||||
4.108%, 6/8/27 |
260,000 | 245,456 | ||||||
4.693%, 9/15/27 |
1,335,000 | 1,291,599 | ||||||
Truist Financial Corp. |
||||||||
(SOFR + 0.61%), 1.267%, 3/2/27(k) |
145,000 | 125,823 | ||||||
(SOFR + 0.86%), 1.887%, 6/7/29(k) |
130,000 | 106,704 | ||||||
(SOFR + 2.24%), 4.916%, 7/28/33(k) |
660,000 | 598,975 | ||||||
UniCredit SpA |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 2.30%), 2.569%, 9/22/26(k)§ |
350,000 | 300,142 | ||||||
US Bancorp |
||||||||
1.450%, 5/12/25 |
150,000 | 137,476 | ||||||
(SOFR + 2.11%), 4.967%, 7/22/33(k) |
305,000 | 283,602 | ||||||
Wells Fargo & Co. |
||||||||
(SOFR + 1.56%), 4.540%, 8/15/26(k) |
895,000 | 866,637 | ||||||
Westpac Banking Corp. |
||||||||
3.735%, 8/26/25 |
440,000 | 427,133 | ||||||
1.953%, 11/20/28 |
265,000 | 220,314 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 2.68%), 5.405%, 8/10/33(k) |
700,000 | 628,228 | ||||||
|
|
|||||||
46,952,999 | ||||||||
|
|
|||||||
Capital Markets (2.9%) |
||||||||
Ares Capital Corp. |
||||||||
4.250%, 3/1/25 |
695,000 | 656,887 | ||||||
2.875%, 6/15/28 |
475,000 | 373,897 | ||||||
Ares Finance Co. IV LLC |
||||||||
3.650%, 2/1/52§ |
460,000 | 282,512 | ||||||
Bain Capital Specialty Finance, Inc. |
||||||||
2.550%, 10/13/26 |
450,000 | 368,783 | ||||||
Bank of New York Mellon Corp. (The) |
||||||||
1.050%, 10/15/26 |
310,000 | 266,601 | ||||||
Barings BDC, Inc. |
||||||||
3.300%, 11/23/26§ |
170,000 | 141,904 | ||||||
Blackstone Private Credit Fund |
||||||||
2.625%, 12/15/26 |
1,105,000 | 908,538 | ||||||
Blackstone Secured Lending Fund |
||||||||
2.850%, 9/30/28 |
480,000 | 365,535 | ||||||
Blue Owl Finance LLC |
||||||||
4.375%, 2/15/32§ |
755,000 | 585,266 | ||||||
Credit Suisse AG |
||||||||
5.000%, 7/9/27 |
1,350,000 | 1,254,933 | ||||||
Credit Suisse Group AG |
||||||||
(SOFR + 3.70%), 6.442%, 8/11/28(k)§ |
990,000 | 923,039 | ||||||
Deutsche Bank AG |
||||||||
(SOFR + 3.19%), 6.119%, 7/14/26(k) |
1,010,000 | 982,495 | ||||||
5.371%, 9/9/27 |
940,000 | 907,904 | ||||||
FS KKR Capital Corp. |
||||||||
3.125%, 10/12/28 |
545,000 | 421,103 | ||||||
Goldman Sachs Group, Inc. (The) |
||||||||
(SOFR + 0.91%), 1.948%, 10/21/27(k) |
390,000 | 334,355 | ||||||
Golub Capital BDC, Inc. |
||||||||
2.500%, 8/24/26 |
3,190,000 | 2,676,793 | ||||||
Hercules Capital, Inc. |
||||||||
3.375%, 1/20/27 |
610,000 | 511,098 | ||||||
KKR Group Finance Co. XII LLC |
||||||||
4.850%, 5/17/32§ |
165,000 | 151,739 | ||||||
Macquarie Group Ltd. |
||||||||
(SOFR + 2.87%), 5.491%, 11/9/33(k)§ |
950,000 | 865,251 | ||||||
Main Street Capital Corp. |
||||||||
3.000%, 7/14/26 |
615,000 | 516,948 | ||||||
Morgan Stanley Direct Lending Fund |
||||||||
4.500%, 2/11/27 |
455,000 | 404,466 | ||||||
Nomura Holdings, Inc. |
||||||||
2.329%, 1/22/27 |
1,100,000 | 945,669 | ||||||
Oaktree Specialty Lending Corp. |
||||||||
3.500%, 2/25/25 |
140,000 | 132,472 | ||||||
Owl Rock Capital Corp. |
||||||||
3.750%, 7/22/25 |
260,000 | 238,069 | ||||||
OWL Rock Core Income Corp. |
||||||||
5.500%, 3/21/25 |
435,000 | 410,790 | ||||||
7.750%, 9/16/27§ |
240,000 | 236,524 | ||||||
Owl Rock Technology Finance Corp. |
||||||||
4.750%, 12/15/25§ |
870,000 | 778,574 | ||||||
State Street Corp. |
||||||||
(SOFR + 0.56%), 1.684%, 11/18/27(k) |
275,000 | 240,389 | ||||||
UBS Group AG |
||||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 1 Year + 2.05%), 4.703%, 8/5/27(k)§ |
955,000 | 907,402 | ||||||
|
|
|||||||
17,789,936 | ||||||||
|
|
|||||||
Consumer Finance (1.7%) |
||||||||
AerCap Ireland Capital DAC |
||||||||
3.150%, 2/15/24 |
155,000 | 148,989 | ||||||
Ally Financial, Inc. |
||||||||
4.750%, 6/9/27 |
975,000 | 902,417 | ||||||
American Express Co. |
||||||||
2.550%, 3/4/27 |
160,000 | 142,998 | ||||||
(SOFR + 1.76%), 4.420%, 8/3/33(k) |
665,000 | 602,680 | ||||||
American Honda Finance Corp. |
||||||||
2.250%, 1/12/29 |
460,000 | 383,767 | ||||||
Avolon Holdings Funding Ltd. |
||||||||
5.500%, 1/15/26§ |
390,000 | 367,872 | ||||||
Bread Financial Holdings, Inc. |
||||||||
4.750%, 12/15/24§ |
360,000 | 314,280 | ||||||
7.000%, 1/15/26§ |
254,000 | 222,250 |
See Notes to Portfolio of Investments.
29
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Capital One Financial Corp. |
||||||||
(SOFR + 0.69%), 1.343%, 12/6/24(k) |
$ | 575,000 | $ | 546,431 | ||||
(SOFR + 2.06%), 4.927%, 5/10/28(k) |
285,000 | 270,636 | ||||||
(SOFR + 1.34%), 2.359%, 7/29/32(k) |
245,000 | 175,790 | ||||||
(SOFR + 1.27%), 2.618%, 11/2/32(k) |
140,000 | 104,354 | ||||||
Caterpillar Financial Services Corp. |
||||||||
3.600%, 8/12/27 |
1,140,000 | 1,081,902 | ||||||
Curo Group Holdings Corp. |
||||||||
7.500%, 8/1/28§ |
384,000 | 188,045 | ||||||
Enova International, Inc. |
||||||||
8.500%, 9/1/24§ |
366,000 | 348,158 | ||||||
Ford Motor Credit Co. LLC |
||||||||
4.000%, 11/13/30 |
410,000 | 319,800 | ||||||
General Motors Financial Co., Inc. |
||||||||
5.000%, 4/9/27 |
315,000 | 298,086 | ||||||
Hyundai Capital Services, Inc. |
||||||||
3.750%, 3/5/23§ |
325,000 | 323,131 | ||||||
2.125%, 4/24/25§ |
270,000 | 247,002 | ||||||
John Deere Capital Corp. |
||||||||
4.150%, 9/15/27 |
710,000 | 691,780 | ||||||
PACCAR Financial Corp. |
||||||||
4.950%, 10/3/25 |
605,000 | 607,686 | ||||||
Synchrony Financial |
||||||||
4.875%, 6/13/25 |
880,000 | 849,994 | ||||||
Toyota Motor Credit Corp. |
||||||||
4.550%, 9/20/27 |
1,260,000 | 1,231,803 | ||||||
4.450%, 6/29/29 |
190,000 | 182,569 | ||||||
|
|
|||||||
10,552,420 | ||||||||
|
|
|||||||
Diversified Financial Services (0.7%) |
||||||||
AIG Global Funding |
||||||||
0.650%, 6/17/24§ |
460,000 | 427,228 | ||||||
Antares Holdings LP |
||||||||
3.750%, 7/15/27§ |
625,000 | 504,785 | ||||||
Armor Holdco, Inc. |
||||||||
8.500%, 11/15/29§ |
176,000 | 140,156 | ||||||
Element Fleet Management Corp. |
||||||||
3.850%, 6/15/25§ |
110,000 | 104,149 | ||||||
Jackson Financial, Inc. |
||||||||
4.000%, 11/23/51 |
230,000 | 147,560 | ||||||
LSEGA Financing plc |
||||||||
0.650%, 4/6/24§ |
865,000 | 811,000 | ||||||
National Rural Utilities Cooperative Finance Corp. |
||||||||
1.650%, 6/15/31 |
70,000 | 52,287 | ||||||
ORIX Corp. |
||||||||
3.250%, 12/4/24 |
230,000 | 221,074 | ||||||
5.200%, 9/13/32 |
470,000 | 452,609 | ||||||
Shift4 Payments LLC |
||||||||
4.625%, 11/1/26§ |
413,000 | 375,056 | ||||||
Synchrony Bank |
||||||||
5.400%, 8/22/25 |
465,000 | 452,862 | ||||||
Verscend Escrow Corp. |
||||||||
9.750%, 8/15/26§ |
501,000 | 480,960 | ||||||
|
|
|||||||
4,169,726 | ||||||||
|
|
|||||||
Insurance (2.2%) |
||||||||
Alliant Holdings Intermediate LLC |
||||||||
6.750%, 10/15/27§ |
497,000 | 429,408 | ||||||
AmWINS Group, Inc. |
||||||||
4.875%, 6/30/29§ |
192,000 | 160,320 | ||||||
Arthur J Gallagher & Co. |
||||||||
3.050%, 3/9/52 |
525,000 | 326,768 | ||||||
Assurant, Inc. |
||||||||
4.200%, 9/27/23 |
128,000 | 127,070 | ||||||
Brighthouse Financial Global Funding |
||||||||
0.600%, 6/28/23§ |
560,000 | 542,413 | ||||||
1.200%, 12/15/23§ |
335,000 | 319,618 | ||||||
1.750%, 1/13/25§ |
85,000 | 77,281 | ||||||
CNO Global Funding |
||||||||
2.650%, 1/6/29§ |
775,000 | 644,103 | ||||||
Everest Reinsurance Holdings, Inc. |
||||||||
3.125%, 10/15/52 |
785,000 | 495,136 | ||||||
F&G Global Funding |
||||||||
5.150%, 7/7/25§ |
915,000 | 895,795 | ||||||
2.000%, 9/20/28§ |
520,000 | 419,125 | ||||||
Fairfax Financial Holdings Ltd. |
||||||||
5.625%, 8/16/32§ |
335,000 | 310,203 | ||||||
GA Global Funding Trust |
||||||||
1.250%, 12/8/23§ |
255,000 | 242,897 | ||||||
2.250%, 1/6/27§ |
775,000 | 673,267 | ||||||
Great-West Lifeco US Finance 2020 LP |
||||||||
0.904%, 8/12/25§ |
160,000 | 140,680 | ||||||
Hill City Funding Trust |
||||||||
4.046%, 8/15/41§ |
490,000 | 331,447 | ||||||
HUB International Ltd. |
||||||||
7.000%, 5/1/26§ |
712,000 | 673,730 | ||||||
Jackson National Life Global Funding |
||||||||
1.750%, 1/12/25§ |
750,000 | 690,407 | ||||||
Manulife Financial Corp. |
||||||||
3.703%, 3/16/32 |
135,000 | 115,379 | ||||||
Marsh & McLennan Cos., Inc. |
||||||||
2.250%, 11/15/30 |
300,000 | 237,586 | ||||||
MassMutual Global Funding II |
||||||||
4.150%, 8/26/25§ |
220,000 | 214,242 | ||||||
Met Tower Global Funding |
||||||||
0.700%, 4/5/24§ |
860,000 | 808,241 | ||||||
Metropolitan Life Global Funding I |
||||||||
0.700%, 9/27/24§ |
710,000 | 652,552 | ||||||
Pacific LifeCorp |
||||||||
5.400%, 9/15/52§ |
470,000 | 436,620 | ||||||
Principal Life Global Funding II |
||||||||
0.750%, 4/12/24§ |
550,000 | 516,389 | ||||||
Protective Life Global Funding |
||||||||
0.502%, 4/12/23§ |
860,000 | 842,631 | ||||||
0.781%, 7/5/24§ |
630,000 | 582,956 | ||||||
4.714%, 7/6/27§ |
940,000 | 914,835 | ||||||
Reliance Standard Life Global Funding II |
||||||||
3.850%, 9/19/23§ |
150,000 | 147,840 | ||||||
1.512%, 9/28/26§ |
305,000 | 262,059 |
See Notes to Portfolio of Investments.
30
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
RGA Global Funding |
||||||||
2.700%, 1/18/29§ |
$ | 590,000 | $ | 497,265 | ||||
Trustage Financial Group, Inc. |
||||||||
4.625%, 4/15/32§ |
290,000 | 251,772 | ||||||
|
|
|||||||
13,980,035 | ||||||||
|
|
|||||||
Thrifts & Mortgage Finance (0.3%) |
||||||||
Freedom Mortgage Corp. |
||||||||
8.250%, 4/15/25§ |
426,000 | 347,190 | ||||||
6.625%, 1/15/27§ |
188,000 | 133,480 | ||||||
Nationwide Building Society |
||||||||
4.850%, 7/27/27§ |
1,290,000 | 1,224,752 | ||||||
PHH Mortgage Corp. |
||||||||
7.875%, 3/15/26§ |
160,000 | 140,800 | ||||||
Rocket Mortgage LLC |
||||||||
2.875%, 10/15/26§ |
164,000 | 135,333 | ||||||
|
|
|||||||
1,981,555 | ||||||||
|
|
|||||||
Total Financials |
95,426,671 | |||||||
|
|
|||||||
Health Care (1.2%) |
||||||||
Biotechnology (0.1%) |
||||||||
Amgen, Inc. |
||||||||
4.200%, 3/1/33 |
250,000 | 226,846 | ||||||
Grifols Escrow Issuer SA |
||||||||
4.750%, 10/15/28§ |
200,000 | 153,000 | ||||||
|
|
|||||||
379,846 | ||||||||
|
|
|||||||
Health Care Equipment & Supplies (0.2%) |
||||||||
DH Europe Finance II Sarl |
||||||||
2.200%, 11/15/24 |
240,000 | 226,837 | ||||||
Garden Spinco Corp. |
||||||||
8.625%, 7/20/30§ |
189,000 | 195,142 | ||||||
Medline Borrower LP |
||||||||
3.875%, 4/1/29§ |
250,000 | 200,000 | ||||||
5.250%, 10/1/29§ |
328,000 | 247,214 | ||||||
Varex Imaging Corp. |
||||||||
7.875%, 10/15/27§ |
324,000 | 319,140 | ||||||
|
|
|||||||
1,188,333 | ||||||||
|
|
|||||||
Health Care Providers & Services (0.6%) |
||||||||
AdaptHealth LLC |
||||||||
6.125%, 8/1/28§ |
199,000 | 179,100 | ||||||
5.125%, 3/1/30§ |
215,000 | 176,805 | ||||||
Aetna, Inc. |
||||||||
2.800%, 6/15/23 |
325,000 | 321,710 | ||||||
AmerisourceBergen Corp. |
||||||||
0.737%, 3/15/23 |
191,000 | 188,022 | ||||||
CVS Health Corp. |
||||||||
4.300%, 3/25/28 |
38,000 | 35,958 | ||||||
HCA, Inc. |
||||||||
7.690%, 6/15/25 |
180,000 | 186,286 | ||||||
HealthEquity, Inc. |
||||||||
4.500%, 10/1/29§ |
522,000 | 445,005 | ||||||
Humana, Inc. |
||||||||
0.650%, 8/3/23 |
1,100,000 | 1,062,316 | ||||||
McKesson Corp. |
||||||||
1.300%, 8/15/26 |
245,000 | 211,951 | ||||||
Tenet Healthcare Corp. |
||||||||
4.875%, 1/1/26§ |
375,000 | 346,834 | ||||||
6.125%, 6/15/30§ |
190,000 | 174,505 | ||||||
US Acute Care Solutions LLC |
||||||||
6.375%, 3/1/26§ |
309,000 | 258,787 | ||||||
|
|
|||||||
3,587,279 | ||||||||
|
|
|||||||
Health Care Technology (0.0%) |
||||||||
IQVIA, Inc. |
||||||||
5.000%, 10/15/26§ |
200,000 | 190,073 | ||||||
|
|
|||||||
Pharmaceuticals (0.3%) |
||||||||
Bausch Health Americas, Inc. |
||||||||
9.250%, 4/1/26§ |
327,000 | 191,295 | ||||||
Bausch Health Cos., Inc. |
||||||||
5.500%, 11/1/25§ |
428,000 | 339,190 | ||||||
6.250%, 2/15/29§ |
186,000 | 71,610 | ||||||
Bayer US Finance II LLC |
||||||||
3.375%, 7/15/24§ |
170,000 | 163,653 | ||||||
Catalent Pharma Solutions, Inc. |
||||||||
5.000%, 7/15/27§ |
419,000 | 373,957 | ||||||
3.500%, 4/1/30§ |
255,000 | 199,930 | ||||||
Cheplapharm Arzneimittel GmbH |
||||||||
5.500%, 1/15/28§ |
200,000 | 164,000 | ||||||
Johnson & Johnson |
||||||||
3.400%, 1/15/38 |
405,000 | 336,698 | ||||||
Organon & Co. |
||||||||
5.125%, 4/30/31§ |
200,000 | 164,000 | ||||||
P&L Development LLC |
||||||||
7.750%, 11/15/25§ |
237,000 | 177,454 | ||||||
|
|
|||||||
2,181,787 | ||||||||
|
|
|||||||
Total Health Care |
7,527,318 | |||||||
|
|
|||||||
Industrials (2.3%) |
||||||||
Aerospace & Defense (0.3%) |
||||||||
Huntington Ingalls Industries, Inc. |
||||||||
0.670%, 8/16/23 |
1,525,000 | 1,467,498 | ||||||
Rolls-Royce plc |
||||||||
5.750%, 10/15/27§ |
200,000 | 173,750 | ||||||
|
|
|||||||
1,641,248 | ||||||||
|
|
|||||||
Building Products (0.2%) |
||||||||
Advanced Drainage Systems, Inc. |
||||||||
6.375%, 6/15/30§ |
44,000 | 42,528 | ||||||
Camelot Return Merger Sub, Inc. |
||||||||
8.750%, 8/1/28§ |
156,000 | 129,090 | ||||||
CP Atlas Buyer, Inc. |
||||||||
7.000%, 12/1/28§ |
232,000 | 171,824 | ||||||
Fortune Brands Home & Security, Inc. |
||||||||
4.500%, 3/25/52 |
580,000 | 401,733 | ||||||
JELD-WEN, Inc. |
||||||||
6.250%, 5/15/25§ |
177,000 | 165,495 | ||||||
New Enterprise Stone & Lime Co., Inc. |
||||||||
5.250%, 7/15/28§ |
202,000 | 165,135 | ||||||
Standard Industries, Inc. |
||||||||
4.375%, 7/15/30§ |
238,000 | 182,070 | ||||||
Summit Materials LLC |
||||||||
5.250%, 1/15/29§ |
271,000 | 237,634 | ||||||
|
|
|||||||
1,495,509 | ||||||||
|
|
|||||||
Commercial Services & Supplies (0.7%) |
||||||||
ACCO Brands Corp. |
||||||||
4.250%, 3/15/29§ |
90,000 | 67,547 | ||||||
ADT Security Corp. (The) |
||||||||
4.125%, 6/15/23 |
116,000 | 114,260 | ||||||
4.875%, 7/15/32§ |
350,000 | 281,641 | ||||||
Allied Universal Holdco LLC |
||||||||
6.625%, 7/15/26§ |
527,000 | 469,689 | ||||||
9.750%, 7/15/27§ |
409,000 | 344,582 | ||||||
6.000%, 6/1/29§ |
48,000 | 30,960 |
See Notes to Portfolio of Investments.
31
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Aramark Services, Inc. |
||||||||
5.000%, 4/1/25§ |
$ | 152,000 | $ | 144,780 | ||||
6.375%, 5/1/25§ |
264,000 | 258,720 | ||||||
Cimpress plc |
||||||||
7.000%, 6/15/26§ |
150,000 | 102,750 | ||||||
Garda World Security Corp. |
||||||||
9.500%, 11/1/27§ |
615,000 | 531,975 | ||||||
6.000%, 6/1/29§ |
350,000 | 255,500 | ||||||
GFL Environmental, Inc. |
||||||||
5.125%, 12/15/26§ |
190,000 | 176,462 | ||||||
4.750%, 6/15/29§ |
206,000 | 174,070 | ||||||
KAR Auction Services, Inc. |
||||||||
5.125%, 6/1/25§ |
190,000 | 182,875 | ||||||
Madison IAQ LLC |
||||||||
5.875%, 6/30/29§ |
125,000 | 86,563 | ||||||
Matthews International Corp. |
||||||||
5.250%, 12/1/25§ |
487,000 | 438,300 | ||||||
Nielsen Finance LLC |
||||||||
5.875%, 10/1/30§ |
262,000 | 260,363 | ||||||
4.750%, 7/15/31§ |
212,000 | 207,571 | ||||||
|
|
|||||||
4,128,608 | ||||||||
|
|
|||||||
Construction & Engineering (0.1%) |
||||||||
Dycom Industries, Inc. |
||||||||
4.500%, 4/15/29§ |
338,000 | 285,711 | ||||||
Pike Corp. |
||||||||
5.500%, 9/1/28§ |
362,000 | 293,220 | ||||||
Weekley Homes LLC |
||||||||
4.875%, 9/15/28§ |
171,000 | 138,083 | ||||||
|
|
|||||||
717,014 | ||||||||
|
|
|||||||
Machinery (0.3%) |
||||||||
ATS Automation Tooling Systems, Inc. |
||||||||
4.125%, 12/15/28§ |
248,000 | 205,765 | ||||||
CNH Industrial Capital LLC |
||||||||
3.950%, 5/23/25 |
795,000 | 764,855 | ||||||
Komatsu Finance America, Inc. |
||||||||
5.499%, 10/6/27§ |
770,000 | 770,565 | ||||||
|
|
|||||||
1,741,185 | ||||||||
|
|
|||||||
Professional Services (0.1%) |
||||||||
Dun & Bradstreet Corp. (The) |
||||||||
5.000%, 12/15/29§ |
270,000 | 219,896 | ||||||
Equifax, Inc. |
||||||||
5.100%, 12/15/27 |
425,000 | 411,169 | ||||||
Science Applications International Corp. |
||||||||
4.875%, 4/1/28§ |
226,000 | 201,183 | ||||||
|
|
|||||||
832,248 | ||||||||
|
|
|||||||
Road & Rail (0.4%) |
||||||||
Canadian National Railway Co. |
||||||||
4.400%, 8/5/52 |
340,000 | 293,756 | ||||||
NESCO Holdings II, Inc. |
||||||||
5.500%, 4/15/29§ |
314,000 | 260,940 | ||||||
Ryder System, Inc. |
||||||||
3.350%, 9/1/25 |
160,000 | 151,263 | ||||||
Triton Container International Ltd. |
||||||||
0.800%, 8/1/23§ |
790,000 | 758,153 | ||||||
Watco Cos. LLC |
||||||||
6.500%, 6/15/27§ |
721,000 | 659,715 | ||||||
XPO Logistics, Inc. |
||||||||
6.250%, 5/1/25§ |
114,000 | 113,892 | ||||||
|
|
|||||||
2,237,719 | ||||||||
|
|
|||||||
Trading Companies & Distributors (0.2%) |
|
|||||||
Air Lease Corp. |
||||||||
1.875%, 8/15/26 |
300,000 | 253,907 | ||||||
Aircastle Ltd. |
||||||||
2.850%, 1/26/28§ |
450,000 | 343,119 | ||||||
Aviation Capital Group LLC |
||||||||
3.875%, 5/1/23§ |
325,000 | 319,564 | ||||||
GATX Corp. |
||||||||
4.900%, 3/15/33 |
210,000 | 188,423 | ||||||
WESCO Distribution, Inc. |
||||||||
7.125%, 6/15/25§ |
60,000 | 59,925 | ||||||
7.250%, 6/15/28§ |
215,000 | 211,747 | ||||||
|
|
|||||||
1,376,685 | ||||||||
|
|
|||||||
Total Industrials |
14,170,216 | |||||||
|
|
|||||||
Information Technology (2.6%) |
||||||||
Communications Equipment (0.2%) |
||||||||
CommScope Technologies LLC |
||||||||
6.000%, 6/15/25§ |
232,000 | 206,120 | ||||||
CommScope, Inc. |
||||||||
6.000%, 3/1/26§ |
414,000 | 380,280 | ||||||
8.250%, 3/1/27§ |
247,000 | 204,084 | ||||||
4.750%, 9/1/29§ |
376,000 | 306,688 | ||||||
|
|
|||||||
1,097,172 | ||||||||
|
|
|||||||
Electronic Equipment, Instruments & Components (0.3%) |
|
|||||||
Avnet, Inc. |
||||||||
5.500%, 6/1/32 |
415,000 | 377,485 | ||||||
CDW LLC |
||||||||
3.276%, 12/1/28 |
725,000 | 595,580 | ||||||
Coherent Corp. |
||||||||
5.000%, 12/15/29§ |
156,000 | 128,836 | ||||||
Flex Ltd. |
||||||||
4.875%, 6/15/29 |
50,000 | 45,172 | ||||||
Jabil, Inc. |
||||||||
4.250%, 5/15/27 |
180,000 | 167,400 | ||||||
Likewize Corp. |
||||||||
9.750%, 10/15/25§ |
214,000 | 196,880 | ||||||
Sensata Technologies, Inc. |
||||||||
3.750%, 2/15/31§ |
198,000 | 155,731 | ||||||
|
|
|||||||
1,667,084 | ||||||||
|
|
|||||||
IT Services (0.4%) |
||||||||
Ahead DB Holdings LLC |
||||||||
6.625%, 5/1/28§ |
160,000 | 134,400 | ||||||
Black Knight InfoServ LLC |
||||||||
3.625%, 9/1/28§ |
147,000 | 124,738 | ||||||
DXC Technology Co. |
||||||||
2.375%, 9/15/28 |
790,000 | 646,834 | ||||||
Fidelity National Information Services, Inc. |
||||||||
5.625%, 7/15/52 |
340,000 | 304,685 | ||||||
Global Payments, Inc. |
||||||||
1.500%, 11/15/24 |
450,000 | 413,906 | ||||||
5.950%, 8/15/52 |
340,000 | 297,797 | ||||||
ION Trading Technologies Sarl |
||||||||
5.750%, 5/15/28§ |
200,000 | 162,000 | ||||||
Northwest Fiber LLC |
||||||||
6.000%, 2/15/28§ |
121,000 | 94,078 | ||||||
Presidio Holdings, Inc. |
||||||||
8.250%, 2/1/28§ |
74,000 | 63,825 |
See Notes to Portfolio of Investments.
32
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Unisys Corp. |
||||||||
6.875%, 11/1/27§ |
$ | 355,000 | $ | 276,900 | ||||
Western Union Co. (The) |
||||||||
1.350%, 3/15/26 |
175,000 | 150,742 | ||||||
|
|
|||||||
2,669,905 | ||||||||
|
|
|||||||
Semiconductors & Semiconductor Equipment (0.3%) |
|
|||||||
Broadcom, Inc. |
||||||||
4.000%, 4/15/29§ |
375,000 | 330,645 | ||||||
Intel Corp. |
||||||||
4.900%, 8/5/52 |
340,000 | 300,667 | ||||||
Marvell Technology, Inc. |
||||||||
4.200%, 6/22/23 |
165,000 | 164,021 | ||||||
Microchip Technology, Inc. |
||||||||
2.670%, 9/1/23 |
115,000 | 112,412 | ||||||
Qorvo, Inc. |
||||||||
1.750%, 12/15/24§ |
165,000 | 151,188 | ||||||
QUALCOMM, Inc. |
||||||||
4.500%, 5/20/52 |
695,000 | 598,435 | ||||||
|
|
|||||||
1,657,368 | ||||||||
|
|
|||||||
Software (1.2%) |
||||||||
ACI Worldwide, Inc. |
||||||||
5.750%, 8/15/26§ |
323,000 | 306,753 | ||||||
AthenaHealth Group, Inc. |
||||||||
6.500%, 2/15/30§ |
438,000 | 345,451 | ||||||
Boxer Parent Co., Inc. |
||||||||
7.125%, 10/2/25§ |
260,000 | 254,134 | ||||||
Camelot Finance SA |
||||||||
4.500%, 11/1/26§ |
434,000 | 395,396 | ||||||
Central Parent, Inc. |
||||||||
7.250%, 6/15/29§ |
188,000 | 178,421 | ||||||
Change Healthcare Holdings LLC |
||||||||
5.750%, 3/1/25§ |
793,000 | 788,583 | ||||||
Clarivate Science Holdings Corp. |
||||||||
4.875%, 7/1/29§ |
529,000 | 414,207 | ||||||
Condor Merger Sub, Inc. |
||||||||
7.375%, 2/15/30§ |
333,000 | 269,314 | ||||||
GoTo Group, Inc. |
||||||||
5.500%, 9/1/27§ |
286,000 | 175,890 | ||||||
Helios Software Holdings, Inc. |
||||||||
4.625%, 5/1/28§ |
334,000 | 251,335 | ||||||
Infor, Inc. |
||||||||
1.450%, 7/15/23§ |
80,000 | 77,312 | ||||||
NCR Corp. |
||||||||
5.000%, 10/1/28§ |
297,000 | 232,403 | ||||||
5.125%, 4/15/29§ |
431,000 | 321,849 | ||||||
NortonLifeLock, Inc. |
||||||||
5.000%, 4/15/25§ |
52,000 | 49,270 | ||||||
7.125%, 9/30/30§ |
232,000 | 223,300 | ||||||
Open Text Holdings, Inc. |
||||||||
4.125%, 12/1/31§ |
283,000 | 214,372 | ||||||
Oracle Corp. |
||||||||
3.850%, 7/15/36 |
170,000 | 127,849 | ||||||
Picard Midco, Inc. |
||||||||
6.500%, 3/31/29§ |
169,000 | 143,598 | ||||||
Rocket Software, Inc. |
||||||||
6.500%, 2/15/29§ |
412,000 | 304,880 | ||||||
SS&C Technologies, Inc. |
||||||||
5.500%, 9/30/27§ |
765,000 | 701,964 | ||||||
VMware, Inc. |
||||||||
0.600%, 8/15/23 |
1,500,000 | 1,443,714 | ||||||
ZoomInfo Technologies LLC |
||||||||
3.875%, 2/1/29§ |
365,000 | 297,585 | ||||||
|
|
|||||||
7,517,580 | ||||||||
|
|
|||||||
Technology Hardware, Storage & Peripherals (0.2%) |
|
|||||||
Apple, Inc. |
||||||||
3.950%, 8/8/52 |
675,000 | 568,086 | ||||||
HP, Inc. |
||||||||
4.750%, 1/15/28 |
740,000 | 694,161 | ||||||
Western Digital Corp. |
||||||||
3.100%, 2/1/32 |
65,000 | 44,234 | ||||||
|
|
|||||||
1,306,481 | ||||||||
|
|
|||||||
Total Information Technology |
15,915,590 | |||||||
|
|
|||||||
Materials (1.3%) |
||||||||
Chemicals (0.5%) |
||||||||
Avient Corp. |
||||||||
5.750%, 5/15/25§ |
130,000 | 125,125 | ||||||
7.125%, 8/1/30§ |
243,000 | 224,167 | ||||||
Cabot Corp. |
||||||||
5.000%, 6/30/32 |
360,000 | 323,074 | ||||||
Celanese US Holdings LLC |
||||||||
6.379%, 7/15/32 |
105,000 | 96,938 | ||||||
Diamond BC BV |
||||||||
4.625%, 10/1/29§ |
79,000 | 55,728 | ||||||
HB Fuller Co. |
||||||||
4.250%, 10/15/28 |
130,000 | 109,382 | ||||||
Illuminate Buyer LLC |
||||||||
9.000%, 7/1/28§ |
707,000 | 592,996 | ||||||
INEOS Quattro Finance 2 plc |
||||||||
3.375%, 1/15/26§ |
200,000 | 166,000 | ||||||
LSF11 A5 HoldCo LLC |
||||||||
6.625%, 10/15/29§ |
244,000 | 187,880 | ||||||
Minerals Technologies, Inc. |
||||||||
5.000%, 7/1/28§ |
313,000 | 273,124 | ||||||
NOVA Chemicals Corp. |
||||||||
4.875%, 6/1/24§ |
128,000 | 120,000 | ||||||
Nufarm Australia Ltd. |
||||||||
5.000%, 1/27/30§ |
228,000 | 189,810 | ||||||
Olin Corp. |
||||||||
5.625%, 8/1/29 |
190,000 | 168,625 | ||||||
Olympus Water US Holding Corp. |
||||||||
4.250%, 10/1/28§ |
402,000 | 309,037 | ||||||
6.250%, 10/1/29§ |
200,000 | 137,000 | ||||||
WR Grace Holdings LLC |
||||||||
5.625%, 8/15/29§ |
454,000 | 338,798 | ||||||
|
|
|||||||
3,417,684 | ||||||||
|
|
|||||||
Containers & Packaging (0.7%) |
||||||||
Amcor Flexibles North America, Inc. |
||||||||
4.000%, 5/17/25 |
280,000 | 268,862 | ||||||
ARD Finance SA |
||||||||
6.500%, 6/30/27 PIK§ |
200,000 | 136,940 | ||||||
Ardagh Metal Packaging Finance USA LLC |
||||||||
4.000%, 9/1/29§ |
210,000 | 154,350 | ||||||
Ardagh Packaging Finance plc |
||||||||
4.125%, 8/15/26§ |
400,000 | 332,360 | ||||||
5.250%, 8/15/27§ |
200,000 | 127,174 | ||||||
Clydesdale Acquisition Holdings, Inc. |
||||||||
8.750%, 4/15/30§ |
279,000 | 230,577 | ||||||
Crown Americas LLC |
||||||||
5.250%, 4/1/30§ |
372,000 | 334,800 | ||||||
Intelligent Packaging Ltd. Finco, Inc. |
||||||||
6.000%, 9/15/28§ |
321,000 | 254,887 |
See Notes to Portfolio of Investments.
33
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
LABL, Inc. |
||||||||
6.750%, 7/15/26§ |
$ | 258,000 | $ | 233,490 | ||||
10.500%, 7/15/27§ |
447,000 | 382,185 | ||||||
5.875%, 11/1/28§ |
164,000 | 132,684 | ||||||
Mauser Packaging Solutions Holding Co. |
||||||||
5.500%, 4/15/24§ |
464,000 | 439,060 | ||||||
7.250%, 4/15/25§ |
824,000 | 723,060 | ||||||
Owens-Brockway Glass Container, Inc. |
||||||||
6.625%, 5/13/27§ |
236,000 | 212,695 | ||||||
Trivium Packaging Finance BV |
||||||||
5.500%, 8/15/26(e)§ |
450,000 | 404,595 | ||||||
|
|
|||||||
4,367,719 | ||||||||
|
|
|||||||
Metals & Mining (0.1%) | ||||||||
Kaiser Aluminum Corp. |
||||||||
4.500%, 6/1/31§ |
268,000 | 195,479 | ||||||
Nucor Corp. |
||||||||
3.950%, 5/23/25 |
330,000 | 319,920 | ||||||
|
|
|||||||
515,399 | ||||||||
|
|
|||||||
Total Materials |
8,300,802 | |||||||
|
|
|||||||
Real Estate (1.5%) |
||||||||
Equity Real Estate Investment Trusts (REITs) (0.6%) | ||||||||
Crown Castle, Inc. (REIT) |
||||||||
2.900%, 3/15/27 |
395,000 | 350,821 | ||||||
Digital Realty Trust LP (REIT) |
||||||||
5.550%, 1/15/28 |
705,000 | 698,461 | ||||||
Extra Space Storage LP (REIT) |
||||||||
3.900%, 4/1/29 |
185,000 | 165,356 | ||||||
Hudson Pacific Properties LP (REIT) |
||||||||
5.950%, 2/15/28 |
755,000 | 722,724 | ||||||
Iron Mountain, Inc. (REIT) |
||||||||
5.000%, 7/15/28§ |
304,000 | 261,440 | ||||||
Office Properties Income Trust (REIT) |
||||||||
2.400%, 2/1/27 |
465,000 | 341,455 | ||||||
3.450%, 10/15/31 |
450,000 | 273,040 | ||||||
Park Intermediate Holdings LLC (REIT) |
||||||||
5.875%, 10/1/28§ |
243,000 | 210,195 | ||||||
4.875%, 5/15/29§ |
345,000 | 280,744 | ||||||
Piedmont Operating Partnership LP (REIT) |
||||||||
3.150%, 8/15/30 |
65,000 | 50,419 | ||||||
VICI Properties LP (REIT) |
||||||||
4.625%, 6/15/25§ |
248,000 | 233,204 | ||||||
XHR LP (REIT) |
||||||||
6.375%, 8/15/25§ |
251,000 | 240,489 | ||||||
4.875%, 6/1/29§ |
111,000 | 91,328 | ||||||
|
|
|||||||
3,919,676 | ||||||||
|
|
|||||||
Real Estate Management & Development (0.9%) | ||||||||
Country Garden Holdings Co. Ltd. |
||||||||
4.800%, 8/6/30(m) |
6,510,000 | 1,887,900 | ||||||
3.875%, 10/22/30(m) |
3,260,000 | 929,100 | ||||||
Cushman & Wakefield US Borrower LLC |
||||||||
6.750%, 5/15/28§ |
153,000 | 141,681 | ||||||
Greystar Real Estate Partners LLC |
||||||||
5.750%, 12/1/25§ |
476,000 | 447,916 | ||||||
Howard Hughes Corp. (The) |
||||||||
4.375%, 2/1/31§ |
181,000 | 129,616 | ||||||
Vanke Real Estate Hong Kong Co. Ltd. |
||||||||
3.975%, 11/9/27(m) |
2,615,000 | 2,106,382 | ||||||
|
|
|||||||
5,642,595 | ||||||||
|
|
|||||||
Total Real Estate |
9,562,271 | |||||||
|
|
|||||||
Utilities (1.7%) | ||||||||
Electric Utilities (1.2%) | ||||||||
AEP Transmission Co. LLC |
||||||||
Series N 2.750%, 8/15/51 |
150,000 | 92,970 | ||||||
Alabama Power Co. |
||||||||
3.940%, 9/1/32 |
470,000 | 424,829 | ||||||
American Electric Power Co., Inc. |
||||||||
2.031%, 3/15/24 |
430,000 | 411,496 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.68%), 3.875%, 2/15/62(k) |
395,000 | 310,075 | ||||||
Appalachian Power Co. |
||||||||
Series BB 4.500%, 8/1/32 |
210,000 | 188,705 | ||||||
Duke Energy Corp. |
||||||||
3.150%, 8/15/27 |
170,000 | 153,903 | ||||||
5.000%, 8/15/52 |
340,000 | 289,025 | ||||||
Edison International |
||||||||
4.700%, 8/15/25 |
950,000 | 923,681 | ||||||
Entergy Corp. |
||||||||
0.900%, 9/15/25 |
145,000 | 127,645 | ||||||
Entergy Louisiana LLC |
||||||||
4.750%, 9/15/52 |
390,000 | 343,220 | ||||||
Eversource Energy |
||||||||
4.600%, 7/1/27 |
290,000 | 280,172 | ||||||
Interstate Power & Light Co. |
||||||||
3.100%, 11/30/51 |
355,000 | 239,293 | ||||||
ITC Holdings Corp. |
||||||||
4.950%, 9/22/27§ |
300,000 | 293,551 | ||||||
New England Power Co. |
||||||||
2.807%, 10/6/50§ |
130,000 | 80,673 | ||||||
NextEra Energy Capital Holdings, Inc. |
||||||||
4.255%, 9/1/24 |
770,000 | 759,736 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.55%), 3.800%, 3/15/82(k) |
315,000 | 252,765 | ||||||
Oncor Electric Delivery Co. LLC |
||||||||
4.550%, 9/15/32§ |
195,000 | 188,280 | ||||||
Pacific Gas and Electric Co. |
||||||||
(United States SOFR Compounded Index + 1.15%), 4.149%, 11/14/22(k) |
95,000 | 94,644 | ||||||
4.950%, 6/8/25 |
470,000 | 454,949 | ||||||
Public Service Electric & Gas Co. |
||||||||
2.700%, 5/1/50 |
40,000 | 25,140 |
See Notes to Portfolio of Investments.
34
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
Southern California Edison Co. |
||||||||
(SOFR + 0.47%), 3.456%, 12/2/22(k) |
$ | 335,000 | $ | 334,453 | ||||
Series E 5.450%, 6/1/52 |
340,000 | 302,209 | ||||||
Southwestern Public Service Co. |
||||||||
Series 8 3.150%, 5/1/50 |
75,000 | 50,694 | ||||||
Vistra Operations Co. LLC |
||||||||
5.125%, 5/13/25§ |
940,000 | 911,856 | ||||||
|
|
|||||||
7,533,964 | ||||||||
|
|
|||||||
Gas Utilities (0.1%) |
||||||||
Atmos Energy Corp. |
||||||||
5.750%, 10/15/52 |
655,000 | 646,302 | ||||||
Southwest Gas Corp. |
||||||||
3.180%, 8/15/51 |
405,000 | 249,832 | ||||||
|
|
|||||||
896,134 | ||||||||
|
|
|||||||
Independent Power and Renewable Electricity Producers (0.0%) |
||||||||
AES Corp. (The) |
||||||||
3.300%, 7/15/25§ |
110,000 | 101,399 | ||||||
|
|
|||||||
Multi-Utilities (0.3%) |
||||||||
Ameren Corp. |
||||||||
1.750%, 3/15/28 |
90,000 | 73,931 | ||||||
DTE Energy Co. |
||||||||
4.220%, 11/1/24(e) |
830,000 | 814,734 | ||||||
Puget Energy, Inc. |
||||||||
4.224%, 3/15/32 |
245,000 | 211,210 | ||||||
Sempra Energy |
||||||||
3.700%, 4/1/29 |
255,000 | 230,068 | ||||||
(US Treasury Yield Curve Rate T Note Constant Maturity 5 Year + 2.87%), 4.125%, 4/1/52(k) |
505,000 | 398,950 | ||||||
|
|
|||||||
1,728,893 | ||||||||
|
|
|||||||
Water Utilities (0.1%) |
||||||||
Solaris Midstream Holdings LLC |
||||||||
7.625%, 4/1/26§ |
345,000 | 331,200 | ||||||
|
|
|||||||
Total Utilities |
10,591,590 | |||||||
|
|
|||||||
Total Corporate Bonds |
224,234,047 | |||||||
|
|
|||||||
Foreign Government Securities (15.4%) |
||||||||
Bonos de la Tesoreria |
||||||||
6.150%, 8/12/32 |
PEN | 104,690,000 | 21,717,085 | |||||
Czech Republic |
||||||||
Series 125 1.500%, 4/24/40 |
CZK | 385,000,000 | 8,623,617 | |||||
Mex Bonos Desarr Fix Rt |
||||||||
Series M |
||||||||
8.000%, 11/7/47 |
MXN | 159,100,000 | 6,668,008 | |||||
8.000%, 7/31/53 |
179,700,000 | 7,482,853 | ||||||
Notas do Tesouro Nacional |
||||||||
10.000%, 1/1/31 |
BRL | 67,020,000 | 11,207,635 | |||||
10.000%, 1/1/33 |
41,900,000 | 6,884,456 | ||||||
Republic of Poland |
||||||||
Series 0432 1.750%, 4/25/32 |
PLN | 87,520,000 | 11,201,621 | |||||
Republic of South Africa |
||||||||
Series 2048 8.750%, 2/28/48 |
ZAR | 206,400,000 | 8,613,156 | |||||
Titulos de Tesoreria |
||||||||
Series B |
||||||||
7.000%, 3/26/31 |
COP | 68,990,000,000 | 10,578,954 | |||||
7.250%, 10/26/50 |
24,020,000,000 | 2,997,612 | ||||||
|
|
|||||||
Total Foreign Government Securities |
95,974,997 | |||||||
|
|
|||||||
Mortgage-Backed Securities (12.7%) |
||||||||
FHLMC UMBS |
||||||||
4.000%, 6/1/38 |
$ | 8,490 | 8,148 | |||||
4.000%, 8/1/48 |
119,460 | 112,264 | ||||||
4.000%, 11/1/48 |
6,924 | 6,499 | ||||||
4.000%, 2/1/49 |
54,176 | 50,828 | ||||||
4.000%, 7/1/49 |
257,888 | 241,629 | ||||||
4.000%, 12/1/49 |
7,078 | 6,628 | ||||||
2.500%, 5/1/50 |
371,391 | 314,620 | ||||||
2.500%, 6/1/50 |
400,146 | 338,979 | ||||||
2.000%, 11/1/50 |
281,335 | 229,470 | ||||||
2.500%, 3/1/52 |
3,937,662 | 3,314,212 | ||||||
2.500%, 4/1/52 |
6,171,975 | 5,191,872 | ||||||
3.000%, 4/1/52 |
2,917,016 | 2,541,519 | ||||||
4.000%, 7/1/52 |
15,747,421 | 14,620,463 | ||||||
FNMA UMBS |
||||||||
4.000%, 10/1/48 |
295,039 | 276,990 | ||||||
3.500%, 8/1/49 |
2,302,319 | 2,097,458 | ||||||
3.000%, 7/1/50 |
1,796,071 | 1,574,972 | ||||||
3.000%, 8/1/50 |
865,827 | 758,701 | ||||||
2.500%, 9/1/50 |
211,570 | 179,097 | ||||||
3.500%, 1/1/51 |
2,950,273 | 2,685,913 | ||||||
2.000%, 2/1/52 |
20,976,524 | 17,004,610 | ||||||
3.000%, 3/1/52 |
2,955,099 | 2,576,547 | ||||||
3.000%, 4/1/52 |
2,827,757 | 2,463,750 | ||||||
2.500%, 5/1/52 |
2,997,487 | 2,520,552 | ||||||
3.000%, 5/1/52 |
2,684,278 | 2,338,741 | ||||||
4.000%, 6/1/52 |
15,796,855 | 14,667,593 | ||||||
3.000%, 7/1/52 |
2,920,924 | 2,544,011 | ||||||
GNMA |
||||||||
3.500%, 12/20/49 |
604,677 | 555,582 | ||||||
|
|
|||||||
Total Mortgage-Backed Securities |
79,221,648 | |||||||
|
|
|||||||
U.S. Treasury Obligations (23.5%) |
||||||||
U.S. Treasury Bonds |
||||||||
6.000%, 2/15/26 |
990,000 | 1,041,975 | ||||||
5.250%, 11/15/28 |
1,050,000 | 1,115,871 | ||||||
1.750%, 8/15/41 |
16,470,000 | 11,263,937 | ||||||
2.000%, 11/15/41 |
5,505,000 | 3,940,376 | ||||||
3.250%, 5/15/42 |
1,800,000 | 1,597,781 | ||||||
2.000%, 2/15/50 |
1,975,000 | 1,357,195 | ||||||
1.625%, 11/15/50 |
710,000 | 440,644 | ||||||
1.875%, 2/15/51 |
1,270,000 | 840,581 | ||||||
2.375%, 5/15/51 |
7,640,000 | 5,715,675 | ||||||
2.000%, 8/15/51 |
27,600,000 | 18,849,939 | ||||||
2.250%, 2/15/52 |
37,615,000 | 27,323,773 | ||||||
2.875%, 5/15/52 |
46,740,000 | 39,210,481 | ||||||
3.000%, 8/15/52 |
580,000 | 500,884 | ||||||
U.S. Treasury Notes |
||||||||
(US Treasury 3 Month Bill Money Market Yield + 0.04%), 3.332%, 10/31/23(k) |
10,200,000 | 10,207,861 | ||||||
(US Treasury 3 Month Bill Money Market Yield - 0.08%), 3.222%, 4/30/24(k) |
21,790,000 | 21,755,458 |
See Notes to Portfolio of Investments.
35
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Principal Amount |
Value (Note 1) |
|||||||
2.875%, 5/15/32 |
$ | 1,100,000 | $ | 1,016,813 | ||||
|
|
|||||||
Total U.S. Treasury Obligations |
146,179,244 | |||||||
|
|
|||||||
Total Long-Term Debt Securities (97.1%) |
603,965,383 | |||||||
|
|
|||||||
Total Investments in Securities (97.1%) |
603,965,383 | |||||||
Other Assets Less Liabilities (2.9%) |
18,078,547 | |||||||
|
|
|||||||
Net Assets (100%) |
$ | 622,043,930 | ||||||
|
|
See Notes to Portfolio of Investments.
36
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
| Percent shown is less than 0.05%. |
§ | Securities exempt from registration under Rule 144A of the Securities Act of 1933. These securities may only be resold to qualified institutional buyers. At September 30, 2022, the market value of these securities amounted to $141,922,487 or 22.8% of net assets. Securities denoted with § but without b have been determined to be liquid under the guidelines established by the Board of Trustees. To the extent any securities might provide a right to demand registration, such rights have not been relied upon when determining liquidity. |
(e) | Step Bond - Coupon rate increases or decreases in increments to maturity. Rate disclosed is as of September 30, 2022. Maturity date disclosed is the ultimate maturity date. |
(k) | Variable or floating rate security, linked to the referenced benchmark. The interest rate shown was the current rate as of September 30, 2022. |
(l) | Variable or floating rate security, the interest rate of which adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. The interest rate shown was the current rate as of September 30, 2022. |
(m) | Regulation S is an exemption for securities offerings that are made outside of the United States and do not involve direct selling efforts in the United States. Resale restrictions may apply for purposes of the Securities Act of 1933. At September 30, 2022, the market value of these securities amounted to $8,008,882 or 1.3% of net assets. |
Glossary: | ||
AUD | Australian Dollar | |
BRL | Brazilian Real | |
CAD | Canadian Dollar | |
CHF | Swiss Franc | |
CLP | Chilean Peso | |
COP | Colombian Peso | |
CZK | Czech Koruna | |
EUR | European Currency Unit | |
FHLMC | Federal Home Loan Mortgage Corp. | |
FNMA | Federal National Mortgage Association | |
GNMA | Government National Mortgage Association | |
ICE | Intercontinental Exchange | |
JPY | Japanese Yen | |
LIBOR | London Interbank Offered Rate | |
MXN | Mexican Peso | |
NZD | New Zealand Dollar | |
PIK | Payment-in Kind Security | |
PEN | Peruvian Sol | |
PLN | Polish Zloty | |
SEK | Swedish Krona | |
SOFR | Secured Overnight Financing Rate | |
UMBS | Uniform Mortgage-Backed Securities | |
USD | United States Dollar | |
ZAR | South African Rand |
See Notes to Portfolio of Investments.
37
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Country Diversification |
||||
As a Percentage of Total Net Assets |
||||
Australia |
0.5 | % | ||
Bermuda |
0.1 | |||
Brazil |
2.9 | |||
Canada |
2.0 | |||
China |
0.8 | |||
Colombia |
2.2 | |||
Czech Republic |
1.4 | |||
Denmark |
0.2 | |||
Finland |
0.2 | |||
France |
0.4 | |||
Germany |
0.7 | |||
Ireland |
0.4 | |||
Israel |
0.5 | |||
Italy |
0.1 | |||
Japan |
1.0 | |||
Luxembourg |
0.1 | |||
Mexico |
2.3 | |||
Netherlands |
0.3 | |||
New Zealand |
0.3 | |||
Norway |
0.2 | |||
Peru |
3.5 | |||
Poland |
1.8 | |||
South Africa |
1.4 | |||
South Korea |
0.1 | |||
Spain |
0.0 | # | ||
Sweden |
0.2 | |||
Switzerland |
0.5 | |||
United Arab Emirates |
0.0 | # | ||
United Kingdom |
1.3 | |||
United States |
71.7 | |||
Cash and Other |
2.9 | |||
|
|
|||
100.0 | % | |||
|
|
# | Percent shown is less than 0.05%. |
Futures contracts outstanding as of September 30, 2022 (Note 1):
Description |
Number of Contracts |
Expiration Date |
Trading Currency |
Notional Amount ($) |
Value and Unrealized Appreciation (Depreciation) ($) |
|||||||||||||||
Long Contracts |
||||||||||||||||||||
U.S. Treasury 5 Year Note |
100 | 12/2022 | USD | 10,750,781 | (379,876 | ) | ||||||||||||||
U.S. Treasury 10 Year Note |
94 | 12/2022 | USD | 10,533,875 | (509,402 | ) | ||||||||||||||
U.S. Treasury Ultra Bond |
289 | 12/2022 | USD | 39,593,000 | (3,196,859 | ) | ||||||||||||||
|
|
|||||||||||||||||||
(4,086,137 | ) | |||||||||||||||||||
|
|
|||||||||||||||||||
Short Contracts |
||||||||||||||||||||
Euro-Bund |
(40 | ) | 12/2022 | EUR | (5,429,085 | ) | 247,133 | |||||||||||||
Euro-Buxl |
(38 | ) | 12/2022 | EUR | (5,461,152 | ) | 506,035 | |||||||||||||
Japan 10 Year Bond |
(21 | ) | 12/2022 | JPY | (21,517,999 | ) | 23,810 | |||||||||||||
|
|
|||||||||||||||||||
776,978 | ||||||||||||||||||||
|
|
|||||||||||||||||||
(3,309,159 | ) | |||||||||||||||||||
|
|
See Notes to Portfolio of Investments.
38
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Forward Foreign Currency Contracts outstanding as of September 30, 2022 (Note 1):
Currency Purchased |
Currency Sold |
Counterparty |
Settlement Date |
Unrealized Appreciation (Depreciation) ($) |
||||||||||||||||
USD |
18,991,724 | NZD |
31,740,000 | HSBC Bank plc |
10/5/2022 | 1,228,324 | ||||||||||||||
BRL |
105,930,000 | USD |
19,206,047 | HSBC Bank plc** |
10/19/2022 | 356,097 | ||||||||||||||
USD |
19,270,207 | BRL |
101,840,000 | HSBC Bank plc** |
10/19/2022 | 463,366 | ||||||||||||||
USD |
16,079,427 | PLN |
77,900,000 | JPMorgan Chase Bank |
10/20/2022 | 404,613 | ||||||||||||||
USD |
16,232,787 | CAD |
20,980,000 | JPMorgan Chase Bank |
10/25/2022 | 1,045,638 | ||||||||||||||
USD |
20,748,912 | CAD |
28,460,000 | Morgan Stanley |
10/25/2022 | 147,089 | ||||||||||||||
USD |
15,299,287 | COP |
67,640,000,000 | JPMorgan Chase Bank** |
10/27/2022 | 694,864 | ||||||||||||||
USD |
6,558,083 | EUR |
6,600,000 | HSBC Bank plc |
11/2/2022 | 76,419 | ||||||||||||||
SEK |
165,200,000 | USD |
14,902,484 | Morgan Stanley |
11/4/2022 | 4,803 | ||||||||||||||
USD |
23,953,055 | PEN |
94,850,000 | HSBC Bank plc** |
11/7/2022 | 254,543 | ||||||||||||||
USD |
10,494,505 | ZAR |
172,400,000 | HSBC Bank plc |
11/17/2022 | 1,007,786 | ||||||||||||||
USD |
9,945,188 | CZK |
245,000,000 | Morgan Stanley |
11/21/2022 | 231,426 | ||||||||||||||
USD |
35,255,149 | AUD |
51,970,000 | JPMorgan Chase Bank |
12/7/2022 | 1,979,260 | ||||||||||||||
USD |
43,327,138 | CHF |
41,260,000 | JPMorgan Chase Bank |
12/13/2022 | 1,207,923 | ||||||||||||||
|
|
|||||||||||||||||||
Total unrealized appreciation |
9,102,151 | |||||||||||||||||||
|
|
|||||||||||||||||||
NZD |
15,370,000 | USD |
9,601,332 | HSBC Bank plc |
10/5/2022 | (999,458 | ) | |||||||||||||
NZD |
1,000,000 | USD |
633,188 | JPMorgan Chase Bank |
10/5/2022 | (73,535 | ) | |||||||||||||
NZD |
15,370,000 | USD |
9,872,920 | Morgan Stanley |
10/5/2022 | (1,271,046 | ) | |||||||||||||
BRL |
35,830,000 | USD |
6,963,878 | HSBC Bank plc** |
10/19/2022 | (347,134 | ) | |||||||||||||
USD |
16,843,368 | BRL |
92,710,000 | HSBC Bank plc** |
10/19/2022 | (277,432 | ) | |||||||||||||
PLN |
77,900,000 | USD |
16,389,649 | JPMorgan Chase Bank |
10/20/2022 | (714,835 | ) | |||||||||||||
MXN |
195,900,000 | USD |
9,762,880 | Morgan Stanley |
10/31/2022 | (85,576 | ) | |||||||||||||
USD |
15,338,672 | MXN |
312,800,000 | Citibank NA |
10/31/2022 | (113,399 | ) | |||||||||||||
USD |
5,302,070 | EUR |
5,520,000 | Citibank NA |
11/2/2022 | (118,958 | ) | |||||||||||||
PEN |
37,300,000 | USD |
9,503,669 | HSBC Bank plc** |
11/7/2022 | (184,170 | ) | |||||||||||||
CZK |
245,000,000 | USD |
9,885,809 | Citibank NA |
11/21/2022 | (172,047 | ) | |||||||||||||
CLP |
11,880,000,000 | USD |
12,979,521 | HSBC Bank plc** |
12/6/2022 | (848,485 | ) | |||||||||||||
USD |
5,700,158 | CLP |
5,680,000,000 | HSBC Bank plc** |
12/6/2022 | (99,866 | ) | |||||||||||||
AUD |
9,690,000 | USD |
6,311,000 | HSBC Bank plc |
12/7/2022 | (106,587 | ) | |||||||||||||
AUD |
23,900,000 | USD |
16,383,928 | Morgan Stanley |
12/7/2022 | (1,080,989 | ) | |||||||||||||
CHF |
15,810,000 | USD |
16,513,474 | JPMorgan Chase Bank |
12/13/2022 | (374,240 | ) | |||||||||||||
JPY |
2,735,000,000 | USD |
19,268,366 | HSBC Bank plc |
12/22/2022 | (194,027 | ) | |||||||||||||
|
|
|||||||||||||||||||
Total unrealized depreciation |
|
(7,061,784 | ) | |||||||||||||||||
|
|
|||||||||||||||||||
Net unrealized appreciation |
|
2,040,367 | ||||||||||||||||||
|
|
** | Non-deliverable forward. |
Centrally Cleared Credit default swap contracts outstandingsell protection as of September 30, 2022 (Note 1):
Reference |
Financing Rate (Paid) / Received by the Portfolio (%) |
Frequency of Payments Made/Received |
Maturity Date |
Implied Credit Spread (%) |
Notional Amount | Upfront (Payments) Receipts ($) |
Unrealized Appreciation (Depreciation) ($) |
Value ($) | ||||||||||||||||||||||||
iTraxx Europe Crossover.37-V1 |
5.00 | Quarterly | 6/20/2027 | 6.02 | EUR 16,050,000 | (124,858 | ) | (429,390 | ) | (554,248 | ) | |||||||||||||||||||||
|
|
|
|
|
|
|||||||||||||||||||||||||||
Total Centrally Cleared Credit default swap contracts outstanding |
|
(124,858 | ) | (429,390 | ) | (554,248 | ) | |||||||||||||||||||||||||
|
|
|
|
|
|
See Notes to Portfolio of Investments.
39
EQ PREMIER VIP TRUST
EQ/CORE PLUS BOND PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Asset-Backed Securities |
$ | | $ | 33,933,126 | $ | | $ | 33,933,126 | ||||||||
Collateralized Mortgage Obligation |
| 1,861,888 | | 1,861,888 | ||||||||||||
Commercial Mortgage-Backed Securities |
| 20,761,145 | | 20,761,145 | ||||||||||||
Convertible Bonds |
||||||||||||||||
Information Technology |
| 1,799,288 | | 1,799,288 | ||||||||||||
Corporate Bonds |
||||||||||||||||
Communication Services |
| 15,678,619 | | 15,678,619 | ||||||||||||
Consumer Discretionary |
| 22,841,507 | | 22,841,507 | ||||||||||||
Consumer Staples |
| 8,176,319 | | 8,176,319 | ||||||||||||
Energy |
| 16,043,144 | | 16,043,144 | ||||||||||||
Financials |
| 95,426,671 | | 95,426,671 | ||||||||||||
Health Care |
| 7,527,318 | | 7,527,318 | ||||||||||||
Industrials |
| 14,170,216 | | 14,170,216 | ||||||||||||
Information Technology |
| 15,915,590 | | 15,915,590 | ||||||||||||
Materials |
| 8,300,802 | | 8,300,802 | ||||||||||||
Real Estate |
| 9,562,271 | | 9,562,271 | ||||||||||||
Utilities |
| 10,591,590 | | 10,591,590 | ||||||||||||
Foreign Government Securities |
| 95,974,997 | | 95,974,997 | ||||||||||||
Forward Currency Contracts |
| 9,102,151 | | 9,102,151 | ||||||||||||
Futures |
776,978 | | | 776,978 | ||||||||||||
Mortgage-Backed Securities |
| 79,221,648 | | 79,221,648 | ||||||||||||
U.S. Treasury Obligations |
| 146,179,244 | | 146,179,244 | ||||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 776,978 | $ | 613,067,534 | $ | | $ | 613,844,512 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Liabilities: |
||||||||||||||||
Centrally Cleared Credit Default Swaps |
$ | | $ | (429,390 | ) | $ | | $ | (429,390 | ) | ||||||
Forward Currency Contracts |
| (7,061,784 | ) | | (7,061,784 | ) | ||||||||||
Futures |
(4,086,137 | ) | | | (4,086,137 | ) | ||||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | (4,086,137 | ) | $ | (7,491,174 | ) | $ | | $ | (11,577,311 | ) | |||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | (3,309,159 | ) | $ | 605,576,360 | $ | | $ | 602,267,201 | |||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 10,606,498 | ||
Aggregate gross unrealized depreciation |
(98,926,485 | ) | ||
|
|
|||
Net unrealized depreciation |
$ | (88,319,987 | ) | |
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 690,462,330 | ||
|
|
See Notes to Portfolio of Investments.
40
EQ PREMIER VIP TRUST
TARGET 2015 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (33.9%) |
||||||||
EQ/American Century Mid Cap Value Portfolio |
34,432 | $ | 747,346 | |||||
EQ/Emerging Markets Equity PLUS Portfolio |
103,247 | 815,176 | ||||||
EQ/Equity 500 Index Portfolio |
75,115 | 4,096,401 | ||||||
EQ/International Equity Index Portfolio |
190,167 | 1,508,479 | ||||||
EQ/Janus Enterprise Portfolio |
67,109 | 1,266,012 | ||||||
EQ/MFS International Growth Portfolio |
135,749 | 837,165 | ||||||
EQ/Small Company Index Portfolio |
53,450 | 520,077 | ||||||
EQ/Value Equity Portfolio |
35,422 | 617,599 | ||||||
Multimanager Aggressive Equity Portfolio* |
9,656 | 556,852 | ||||||
|
|
|||||||
Total Equity |
10,965,107 | |||||||
|
|
|||||||
Fixed Income (66.3%) |
||||||||
1290 Diversified Bond Fund |
383,385 | 3,339,280 | ||||||
1290 VT High Yield Bond Portfolio |
365,594 | 3,069,143 | ||||||
EQ/Core Bond Index Portfolio |
330,991 | 2,997,219 | ||||||
EQ/Core Plus Bond Portfolio |
1,277,464 | 4,384,957 | ||||||
EQ/Long-Term Bond Portfolio |
356,890 | 2,497,371 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
210,745 | 2,042,130 | ||||||
EQ/Quality Bond PLUS Portfolio |
405,981 | 3,089,431 | ||||||
|
|
|||||||
Total Fixed Income |
21,419,531 | |||||||
|
|
|||||||
Total Investments in Securities (100.2%) |
32,384,638 | |||||||
Other Assets Less Liabilities (-0.2%) |
(60,596 | ) | ||||||
|
|
|||||||
Net Assets (100%) |
$ | 32,324,042 | ||||||
|
|
* | Non-income producing. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
41
EQ PREMIER VIP TRUST
TARGET 2015 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
34,432 | 1,159,777 | 81,553 | (349,962 | ) | 29,117 | (173,139 | ) | 747,346 | | | |||||||||||||||||||||||||
EQ/Emerging Markets Equity PLUS Portfolio |
103,247 | 1,007,871 | 174,594 | (90,874 | ) | 200 | (276,615 | ) | 815,176 | | | |||||||||||||||||||||||||
EQ/Equity 500 Index Portfolio |
75,115 | 6,563,585 | 433,645 | (1,572,071 | ) | 814,142 | (2,142,900 | ) | 4,096,401 | | | |||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
190,167 | 2,199,339 | 271,147 | (425,836 | ) | 9,667 | (545,838 | ) | 1,508,479 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
67,109 | 1,468,197 | 285,472 | (118,137 | ) | 81 | (369,601 | ) | 1,266,012 | | | |||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
135,749 | 1,292,338 | 53,513 | (204,049 | ) | (3,838 | ) | (300,799 | ) | 837,165 | | | ||||||||||||||||||||||||
EQ/Small Company Index Portfolio |
53,450 | 924,161 | 15,675 | (232,700 | ) | 44,998 | (232,057 | ) | 520,077 | | | |||||||||||||||||||||||||
EQ/Value Equity Portfolio |
35,422 | 865,157 | 15,675 | (72,700 | ) | 145 | (190,678 | ) | 617,599 | | | |||||||||||||||||||||||||
Multimanager Aggressive Equity Portfolio* |
9,656 | 887,280 | 15,675 | (72,700 | ) | (12,271 | ) | (261,132 | ) | 556,852 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
383,385 | 3,696,504 | 391,956 | (62,500 | ) | (2,391 | ) | (684,289 | ) | 3,339,280 | 66,956 | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
365,594 | 3,903,807 | 150,538 | (482,148 | ) | (8,095 | ) | (494,959 | ) | 3,069,143 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
330,991 | 3,659,414 | 333,645 | (652,071 | ) | 5,376 | (349,145 | ) | 2,997,219 | | | |||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
1,277,464 | 5,437,509 | 509,929 | (738,459 | ) | (29,717 | ) | (794,305 | ) | 4,384,957 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
356,890 | 3,361,685 | 454,863 | (281,948 | ) | (33,301 | ) | (1,003,928 | ) | 2,497,371 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
210,745 | 2,215,605 | 161,147 | (310,836 | ) | (1,345 | ) | (22,441 | ) | 2,042,130 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
405,981 | 3,963,851 | 186,686 | (652,984 | ) | (22,660 | ) | (385,462 | ) | 3,089,431 | | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
42,606,080 | 3,535,713 | (6,319,975 | ) | 790,108 | (8,227,288 | ) | 32,384,638 | 66,956 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
42
EQ PREMIER VIP TRUST
TARGET 2015 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 3,339,280 | $ | 29,045,358 | $ | | $ | 32,384,638 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 3,339,280 | $ | 29,045,358 | $ | | $ | 32,384,638 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 3,339,280 | $ | 29,045,358 | $ | | $ | 32,384,638 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 4,118,840 | ||
Aggregate gross unrealized depreciation |
(4,977,869 | ) | ||
|
|
|||
Net unrealized depreciation |
$ | (859,029 | ) | |
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 33,243,667 | ||
|
|
See Notes to Portfolio of Investments.
43
EQ PREMIER VIP TRUST
TARGET 2025 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (58.3%) |
||||||||
EQ/American Century Mid Cap Value Portfolio |
212,635 | $ | 4,615,301 | |||||
EQ/Emerging Markets Equity PLUS Portfolio |
648,971 | 5,123,875 | ||||||
EQ/Equity 500 Index Portfolio |
587,150 | 32,020,378 | ||||||
EQ/International Equity Index Portfolio |
1,511,789 | 11,992,123 | ||||||
EQ/Janus Enterprise Portfolio |
271,650 | 5,124,715 | ||||||
EQ/MFS International Growth Portfolio |
1,059,609 | 6,534,623 | ||||||
EQ/Small Company Index Portfolio |
822,544 | 8,003,529 | ||||||
EQ/Value Equity Portfolio |
153,583 | 2,677,784 | ||||||
Multimanager Aggressive Equity Portfolio* |
38,170 | 2,201,238 | ||||||
|
|
|||||||
Total Equity |
78,293,566 | |||||||
|
|
|||||||
Fixed Income (41.7%) |
||||||||
1290 Diversified Bond Fund |
874,461 | 7,616,557 | ||||||
1290 VT High Yield Bond Portfolio |
1,072,471 | 9,003,334 | ||||||
EQ/Core Bond Index Portfolio |
825,283 | 7,473,172 | ||||||
EQ/Core Plus Bond Portfolio |
3,181,193 | 10,919,601 | ||||||
EQ/Long-Term Bond Portfolio |
1,132,975 | 7,928,109 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
580,362 | 5,623,741 | ||||||
EQ/Quality Bond PLUS Portfolio |
966,268 | 7,353,105 | ||||||
|
|
|||||||
Total Fixed Income |
55,917,619 | |||||||
|
|
|||||||
Total Investments in Securities (100.0%) |
134,211,185 | |||||||
Other Assets Less Liabilities (0.0%) |
(25,449 | ) | ||||||
|
|
|||||||
Net Assets (100%) |
$ | 134,185,736 | ||||||
|
|
* | Non-income producing. |
| Percent shown is less than 0.05%. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
44
EQ PREMIER VIP TRUST
TARGET 2025 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
212,635 | 5,210,068 | 562,036 | (459,613 | ) | 3,519 | (700,709 | ) | 4,615,301 | | | |||||||||||||||||||||||||
EQ/Emerging Markets Equity PLUS Portfolio |
648,971 | 6,215,978 | 1,329,326 | (668,528 | ) | 4,435 | (1,757,336 | ) | 5,123,875 | | | |||||||||||||||||||||||||
EQ/Equity 500 Index Portfolio |
587,150 | 49,318,965 | 2,578,241 | (9,440,081 | ) | 5,045,486 | (15,482,233 | ) | 32,020,378 | | | |||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
1,511,789 | 17,328,461 | 610,940 | (1,545,970 | ) | 23,859 | (4,425,167 | ) | 11,992,123 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
271,650 | 4,867,989 | 2,062,036 | (459,613 | ) | (1,221 | ) | (1,344,476 | ) | 5,124,715 | | | ||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
1,059,609 | 8,980,716 | 701,614 | (877,443 | ) | (981 | ) | (2,269,283 | ) | 6,534,623 | | | ||||||||||||||||||||||||
EQ/Small Company Index Portfolio |
822,544 | 11,970,330 | 323,904 | (1,536,358 | ) | 1,444 | (2,755,791 | ) | 8,003,529 | | | |||||||||||||||||||||||||
EQ/Value Equity Portfolio |
153,583 | 3,769,600 | 112,121 | (376,047 | ) | (1,368 | ) | (826,522 | ) | 2,677,784 | | | ||||||||||||||||||||||||
Multimanager Aggressive Equity Portfolio* |
38,170 | 3,517,674 | 99,664 | (334,264 | ) | (39,954 | ) | (1,041,882 | ) | 2,201,238 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
874,461 | 8,860,370 | 698,301 | (275,000 | ) | (11,753 | ) | (1,655,361 | ) | 7,616,557 | 163,301 | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
1,072,471 | 11,447,019 | 886,360 | (1,848,140 | ) | (29,609 | ) | (1,452,296 | ) | 9,003,334 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
825,283 | 9,260,662 | 1,088,650 | (2,012,055 | ) | (1,574 | ) | (862,511 | ) | 7,473,172 | | | ||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
3,181,193 | 14,420,345 | 1,213,651 | (2,592,055 | ) | (175,456 | ) | (1,946,884 | ) | 10,919,601 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
1,132,975 | 11,224,972 | 1,086,531 | (1,076,009 | ) | (106,371 | ) | (3,201,014 | ) | 7,928,109 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
580,362 | 6,215,195 | 544,409 | (1,069,962 | ) | (7,897 | ) | (58,004 | ) | 5,623,741 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
966,268 | 9,199,156 | 1,008,649 | (1,902,055 | ) | (39,093 | ) | (913,552 | ) | 7,353,105 | | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
181,807,500 | 14,906,433 | (26,473,193 | ) | 4,663,466 | (40,693,021 | ) | 134,211,185 | 163,301 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
45
EQ PREMIER VIP TRUST
TARGET 2025 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 7,616,557 | $ | 126,594,628 | $ | | $ | 134,211,185 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 7,616,557 | $ | 126,594,628 | $ | | $ | 134,211,185 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 7,616,557 | $ | 126,594,628 | $ | | $ | 134,211,185 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 25,764,502 | ||
Aggregate gross unrealized depreciation |
(15,238,796 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 10,525,706 | ||
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 123,685,479 | ||
|
|
See Notes to Portfolio of Investments.
46
EQ PREMIER VIP TRUST
TARGET 2035 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (74.8%) |
||||||||
EQ/American Century Mid Cap Value Portfolio |
157,652 | $ | 3,421,876 | |||||
EQ/Emerging Markets Equity PLUS Portfolio |
1,006,522 | 7,946,883 | ||||||
EQ/Equity 500 Index Portfolio |
1,070,690 | 58,390,320 | ||||||
EQ/International Equity Index Portfolio |
2,395,686 | 19,003,548 | ||||||
EQ/Janus Enterprise Portfolio |
256,997 | 4,848,272 | ||||||
EQ/MFS International Growth Portfolio |
1,782,418 | 10,992,198 | ||||||
EQ/Small Company Index Portfolio |
1,666,003 | 16,210,562 | ||||||
EQ/Value Equity Portfolio |
242,898 | 4,235,035 | ||||||
Multimanager Aggressive Equity Portfolio* |
39,969 | 2,304,957 | ||||||
|
|
|||||||
Total Equity |
127,353,651 | |||||||
|
|
|||||||
Fixed Income (25.2%) |
||||||||
1290 Diversified Bond Fund |
553,104 | 4,817,537 | ||||||
1290 VT High Yield Bond Portfolio |
935,512 | 7,853,572 | ||||||
EQ/Core Bond Index Portfolio |
624,745 | 5,657,248 | ||||||
EQ/Core Plus Bond Portfolio |
2,279,740 | 7,825,321 | ||||||
EQ/Long-Term Bond Portfolio |
977,078 | 6,837,204 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
435,314 | 4,218,224 | ||||||
EQ/Quality Bond PLUS Portfolio |
743,517 | 5,658,015 | ||||||
|
|
|||||||
Total Fixed Income |
42,867,121 | |||||||
|
|
|||||||
Total Investments in Securities (100.0%) |
170,220,772 | |||||||
Other Assets Less Liabilities (0.0%) |
(50,564 | ) | ||||||
|
|
|||||||
Net Assets (100%) |
$ | 170,170,208 | ||||||
|
|
* | Non-income producing. |
| Percent shown is less than 0.05%. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
47
EQ PREMIER VIP TRUST
TARGET 2035 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
157,652 | 3,249,853 | 844,466 | (159,688 | ) | 41 | (512,796 | ) | 3,421,876 | | | |||||||||||||||||||||||||
EQ/Emerging Markets Equity PLUS Portfolio |
1,006,522 | 9,572,304 | 1,557,050 | (456,253 | ) | 243 | (2,726,461 | ) | 7,946,883 | | | |||||||||||||||||||||||||
EQ/Equity 500 Index Portfolio |
1,070,690 | 79,747,457 | 4,717,991 | (7,510,958 | ) | 380,346 | (18,944,516 | ) | 58,390,320 | | | |||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
2,395,686 | 25,113,156 | 1,692,213 | (1,049,382 | ) | 574 | (6,753,013 | ) | 19,003,548 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
256,997 | 3,574,777 | 2,554,467 | (159,688 | ) | (29 | ) | (1,121,255 | ) | 4,848,272 | | | ||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
1,782,418 | 14,222,801 | 1,126,516 | (615,941 | ) | 169 | (3,741,347 | ) | 10,992,198 | | | |||||||||||||||||||||||||
EQ/Small Company Index Portfolio |
1,666,003 | 21,324,477 | 1,254,098 | (1,082,506 | ) | 295 | (5,285,802 | ) | 16,210,562 | | | |||||||||||||||||||||||||
EQ/Value Equity Portfolio |
242,898 | 5,408,404 | 313,523 | (228,126 | ) | 12 | (1,258,778 | ) | 4,235,035 | | | |||||||||||||||||||||||||
Multimanager Aggressive Equity Portfolio* |
39,969 | 3,310,670 | 250,819 | (182,501 | ) | 204 | (1,074,235 | ) | 2,304,957 | | | |||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
553,104 | 5,351,073 | 646,365 | (145,000 | ) | (6,140 | ) | (1,028,761 | ) | 4,817,537 | 101,365 | | ||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
935,512 | 8,874,411 | 1,194,345 | (980,628 | ) | (20,303 | ) | (1,214,253 | ) | 7,853,572 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
624,745 | 6,277,308 | 950,696 | (943,440 | ) | (1,710 | ) | (625,606 | ) | 5,657,248 | | | ||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
2,279,740 | 9,928,714 | 894,344 | (1,480,628 | ) | (113,123 | ) | (1,403,986 | ) | 7,825,321 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
977,078 | 9,048,046 | 940,287 | (407,190 | ) | (15,861 | ) | (2,728,078 | ) | 6,837,204 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
435,314 | 4,302,235 | 450,819 | (487,501 | ) | (1,047 | ) | (46,282 | ) | 4,218,224 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
743,517 | 6,342,954 | 844,345 | (825,628 | ) | (10,800 | ) | (692,856 | ) | 5,658,015 | | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
215,648,640 | 20,232,344 | (16,715,058 | ) | 212,871 | (49,158,025 | ) | 170,220,772 | 101,365 | | ||||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
48
EQ PREMIER VIP TRUST
TARGET 2035 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 4,817,537 | $ | 165,403,235 | $ | | $ | 170,220,772 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 4,817,537 | $ | 165,403,235 | $ | | $ | 170,220,772 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 4,817,537 | $ | 165,403,235 | $ | | $ | 170,220,772 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 35,708,159 | ||
Aggregate gross unrealized depreciation |
(16,304,549 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 19,403,610 | ||
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 150,817,162 | ||
|
|
See Notes to Portfolio of Investments.
49
EQ PREMIER VIP TRUST
TARGET 2045 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (85.1%) |
||||||||
EQ/American Century Mid Cap Value Portfolio |
172,346 | $ | 3,740,826 | |||||
EQ/Emerging Markets Equity PLUS Portfolio |
968,694 | 7,648,212 | ||||||
EQ/Equity 500 Index Portfolio |
1,115,468 | 60,832,273 | ||||||
EQ/International Equity Index Portfolio |
2,415,118 | 19,157,694 | ||||||
EQ/Janus Enterprise Portfolio |
178,135 | 3,360,546 | ||||||
EQ/MFS International Growth Portfolio |
1,723,583 | 10,629,361 | ||||||
EQ/Small Company Index Portfolio |
1,735,285 | 16,884,687 | ||||||
EQ/Value Equity Portfolio |
266,894 | 4,653,430 | ||||||
Multimanager Aggressive Equity Portfolio* |
40,207 | 2,318,698 | ||||||
|
|
|||||||
Total Equity |
129,225,727 | |||||||
|
|
|||||||
Fixed Income (14.9%) |
||||||||
1290 Diversified Bond Fund |
257,921 | 2,246,490 | ||||||
1290 VT High Yield Bond Portfolio |
529,996 | 4,449,288 | ||||||
EQ/Core Bond Index Portfolio |
305,035 | 2,762,180 | ||||||
EQ/Core Plus Bond Portfolio |
1,145,424 | 3,931,724 | ||||||
EQ/Long-Term Bond Portfolio |
548,922 | 3,841,137 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
234,109 | 2,268,527 | ||||||
EQ/Quality Bond PLUS Portfolio |
399,614 | 3,040,983 | ||||||
|
|
|||||||
Total Fixed Income |
22,540,329 | |||||||
|
|
|||||||
Total Investments in Securities (100.0%) |
151,766,056 | |||||||
Other Assets Less Liabilities (0.0%) |
16,477 | |||||||
|
|
|||||||
Net Assets (100%) |
$ | 151,782,533 | ||||||
|
|
* | Non-income producing. |
| Percent shown is less than 0.05%. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
50
EQ PREMIER VIP TRUST
TARGET 2045 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
172,346 | 3,482,235 | 912,745 | (98,041 | ) | (62 | ) | (556,051 | ) | 3,740,826 | | | ||||||||||||||||||||||||
EQ/Emerging Markets Equity PLUS Portfolio |
968,694 | 9,649,132 | 1,009,611 | (343,143 | ) | 220 | (2,667,608 | ) | 7,648,212 | | | |||||||||||||||||||||||||
EQ/Equity 500 Index Portfolio |
1,115,468 | 81,483,310 | 4,367,015 | (5,890,762 | ) | (58,224 | ) | (19,069,066 | ) | 60,832,273 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
2,415,118 | 25,188,498 | 1,614,713 | (882,367 | ) | (467 | ) | (6,762,683 | ) | 19,157,694 | | | ||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
178,135 | 2,976,134 | 1,342,746 | (98,041 | ) | 157 | (860,450 | ) | 3,360,546 | | | |||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
1,723,583 | 13,931,516 | 813,730 | (490,204 | ) | 64 | (3,625,745 | ) | 10,629,361 | | | |||||||||||||||||||||||||
EQ/Small Company Index Portfolio |
1,735,285 | 21,797,998 | 1,247,718 | (751,646 | ) | 373 | (5,409,756 | ) | 16,884,687 | | | |||||||||||||||||||||||||
EQ/Value Equity Portfolio |
266,894 | 5,892,897 | 325,491 | (196,082 | ) | 35 | (1,368,911 | ) | 4,653,430 | | | |||||||||||||||||||||||||
Multimanager Aggressive Equity Portfolio* |
40,207 | 3,293,216 | 216,994 | (130,721 | ) | (221 | ) | (1,060,570 | ) | 2,318,698 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
257,921 | 2,410,191 | 311,508 | | | (475,209 | ) | 2,246,490 | 46,507 | | ||||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
529,996 | 5,127,681 | 395,493 | (376,082 | ) | (9,404 | ) | (688,400 | ) | 4,449,288 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
305,035 | 2,882,274 | 428,367 | (254,741 | ) | (596 | ) | (293,124 | ) | 2,762,180 | | | ||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
1,145,424 | 4,608,314 | 469,119 | (417,062 | ) | (15,583 | ) | (713,064 | ) | 3,931,724 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
548,922 | 4,790,627 | 714,118 | (147,061 | ) | (1,025 | ) | (1,515,522 | ) | 3,841,137 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
234,109 | 2,198,783 | 235,621 | (141,701 | ) | (291 | ) | (23,885 | ) | 2,268,527 | | | ||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
399,614 | 3,233,306 | 411,243 | (238,401 | ) | (1,377 | ) | (363,788 | ) | 3,040,983 | | | ||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|||||||||||||||||||||
Total |
192,946,112 | 14,816,232 | (10,456,055 | ) | (86,401 | ) | (45,453,832 | ) | 151,766,056 | 46,507 | | |||||||||||||||||||||||||
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
See Notes to Portfolio of Investments.
51
EQ PREMIER VIP TRUST
TARGET 2045 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
||||||||||||||||
Investment Companies |
||||||||||||||||
Investment Companies |
$ | 2,246,490 | $ | 149,519,566 | $ | | $ | 151,766,056 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Assets |
$ | 2,246,490 | $ | 149,519,566 | $ | | $ | 151,766,056 | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
|
|
|
|
|
|
|
|
|||||||||
Total |
$ | 2,246,490 | $ | 149,519,566 | $ | | $ | 151,766,056 | ||||||||
|
|
|
|
|
|
|
|
As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 29,510,053 | ||
Aggregate gross unrealized depreciation |
(14,030,392 | ) | ||
|
|
|||
Net unrealized appreciation |
$ | 15,479,661 | ||
|
|
|||
Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 136,286,395 | ||
|
|
See Notes to Portfolio of Investments.
52
EQ PREMIER VIP TRUST
TARGET 2055 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Number of Shares |
Value (Note 1) |
|||||||
INVESTMENT COMPANIES: |
||||||||
Equity (95.9%) |
||||||||
EQ/American Century Mid Cap Value Portfolio |
52,046 | $ | 1,129,666 | |||||
EQ/Emerging Markets Equity PLUS Portfolio |
428,411 | 3,382,468 | ||||||
EQ/Equity 500 Index Portfolio |
484,179 | 26,404,807 | ||||||
EQ/International Equity Index Portfolio |
1,039,851 | 8,248,518 | ||||||
EQ/Janus Enterprise Portfolio |
41,757 | 787,742 | ||||||
EQ/MFS International Growth Portfolio |
951,379 | 5,867,168 | ||||||
EQ/Small Company Index Portfolio |
843,630 | 8,208,699 | ||||||
EQ/Value Equity Portfolio |
162,929 | 2,840,744 | ||||||
Multimanager Aggressive Equity Portfolio* |
31,272 | 1,803,409 | ||||||
|
|
|||||||
Total Equity |
58,673,221 | |||||||
|
|
|||||||
Fixed Income (4.1%) |
||||||||
1290 Diversified Bond Fund |
25,104 | 218,656 | ||||||
1290 VT High Yield Bond Portfolio |
100,285 | 841,888 | ||||||
EQ/Core Bond Index Portfolio |
42,302 | 383,054 | ||||||
EQ/Core Plus Bond Portfolio |
109,530 | 375,969 | ||||||
EQ/Long-Term Bond Portfolio |
63,633 | 445,276 | ||||||
EQ/PIMCO Ultra Short Bond Portfolio |
12,565 | 121,754 | ||||||
EQ/Quality Bond PLUS Portfolio |
16,416 | 124,920 | ||||||
|
|
|||||||
Total Fixed Income |
2,511,517 | |||||||
|
|
|||||||
Total Investments in Securities (100.0%) |
61,184,738 | |||||||
Other Assets Less Liabilities (0.0%) |
29,505 | |||||||
|
|
|||||||
Net Assets (100%) |
$ | 61,214,243 | ||||||
|
|
* | Non-income producing. |
| Percent shown is less than 0.05%. |
| All, or a portion, of the security is an affiliated company as defined under the Investment Company Act of 1940. |
The holdings in affiliated Investment Companies are all Class K shares except for the following: 1290 Diversified Bond Fund are Class I shares.
See Notes to Portfolio of Investments.
53
EQ PREMIER VIP TRUST
TARGET 2055 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
Investments in companies which were affiliates for nine months ended September 30, 2022, were as follows:
Security Description |
Shares at September 30, 2022 |
Market Value December 31, 2021 ($) |
Purchases at Cost ($) |
Proceeds from Sales ($) |
Net Realized Gain (Loss) ($) |
Change in Unrealized Appreciation/ (Depreciation) ($) |
Market Value September 30, 2022 ($) |
Dividend/ Interest Income ($) |
Capital Gain Distributions ($) |
|||||||||||||||||||||||||||
INVESTMENT COMPANIES: |
||||||||||||||||||||||||||||||||||||
Equity |
||||||||||||||||||||||||||||||||||||
EQ/American Century Mid Cap Value Portfolio |
52,046 | 848,004 | 463,888 | (17,094 | ) | 8 | (165,140 | ) | 1,129,666 | | | |||||||||||||||||||||||||
EQ/Emerging Markets Equity PLUS Portfolio |
428,411 | 3,846,063 | 749,875 | (78,633 | ) | 35 | (1,134,872 | ) | 3,382,468 | | | |||||||||||||||||||||||||
EQ/Equity 500 Index Portfolio |
484,179 | 31,978,982 | 4,261,677 | (1,928,041 | ) | (4,222 | ) | (7,903,589 | ) | 26,404,807 | | | ||||||||||||||||||||||||
EQ/International Equity Index Portfolio |
1,039,851 | 9,794,178 | 1,437,079 | (198,293 | ) | 270 | (2,784,716 | ) | 8,248,518 | | | |||||||||||||||||||||||||
EQ/Janus Enterprise Portfolio |
41,757 | 561,658 | 439,108 | (13,675 | ) | 9 | (199,358 | ) | 787,742 | | | |||||||||||||||||||||||||
EQ/MFS International Growth Portfolio |
951,379 | 6,905,956 | 991,088 | (136,754 | ) | 129 | (1,893,251 | ) | 5,867,168 | | | |||||||||||||||||||||||||
EQ/Small Company Index Portfolio |
843,630 | 9,564,273 | 1,313,191 | (181,199 | ) | (10 | ) | (2,487,556 | ) | 8,208,699 | | | ||||||||||||||||||||||||
EQ/Value Equity Portfolio |
162,929 | 3,253,662 | 445,988 | (61,539 | ) | 14 | (797,381 | ) | 2,840,744 | | | |||||||||||||||||||||||||
Multimanager Aggressive Equity Portfolio* |
31,272 | 2,327,216 | 297,327 | (41,026 | ) | (8 | ) | (780,100 | ) | 1,803,409 | | | ||||||||||||||||||||||||
Fixed Income |
||||||||||||||||||||||||||||||||||||
1290 Diversified Bond Fund |
25,104 | 261,827 | 4,724 | | | (47,895 | ) | 218,656 | 4,725 | | ||||||||||||||||||||||||||
1290 VT High Yield Bond Portfolio |
100,285 | 760,030 | 218,663 | (20,513 | ) | (61 | ) | (116,231 | ) | 841,888 | | | ||||||||||||||||||||||||
EQ/Core Bond Index Portfolio |
42,302 | 334,410 | 99,110 | (13,675 | ) | 3 | (36,794 | ) | 383,054 | | | |||||||||||||||||||||||||
EQ/Core Plus Bond Portfolio |
109,530 | 299,536 | 142,055 | (6,838 | ) | (45 | ) | (58,739 | ) | 375,969 | | | ||||||||||||||||||||||||
EQ/Long-Term Bond Portfolio |
63,633 | 485,647 | 134,332 | (10,257 | ) | (12 | ) | (164,434 | ) | 445,276 | | | ||||||||||||||||||||||||
EQ/PIMCO Ultra Short Bond Portfolio |
12,565 | | 122,500 | | | (746 | ) | 121,754 | | | ||||||||||||||||||||||||||
EQ/Quality Bond PLUS Portfolio |
16,416 | | 135,000 | | | (10,080 | ) | 124,920 | | | ||||||||||||||||||||||||||
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Total |
71,221,442 | 11,255,605 | (2,707,537 | ) | (3,890 | ) | (18,580,882 | ) | 61,184,738 | 4,725 | | |||||||||||||||||||||||||
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|
See Notes to Portfolio of Investments.
54
EQ PREMIER VIP TRUST
TARGET 2055 ALLOCATION PORTFOLIO
PORTFOLIO OF INVESTMENTS (Continued)
September 30, 2022 (Unaudited)
The following is a summary of the inputs, summarized in three broad levels, used to value the Portfolios assets and liabilities carried at fair value as of September 30, 2022:
The inputs or methodology used for valuing securities are not necessarily an indication of the risk associated with investing in those securities.
Investment Type |
Level 1 Quoted prices in active markets for identical securities |
Level 2 Significant other observable inputs (including quoted prices for similar securities, interest rates, prepayment speeds, credit risk, etc.) |
Level 3 Significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
Total | ||||||||||||
Assets: |
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Investment Companies |
||||||||||||||||
Investment Companies |
$ | 218,656 | $ | 60,966,082 | $ | | $ | 61,184,738 | ||||||||
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Total Assets |
$ | 218,656 | $ | 60,966,082 | $ | | $ | 61,184,738 | ||||||||
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Total Liabilities |
$ | | $ | | $ | | $ | | ||||||||
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Total |
$ | 218,656 | $ | 60,966,082 | $ | | $ | 61,184,738 | ||||||||
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As of September 30, 2022, the gross unrealized appreciation (depreciation) of investments based on the aggregate cost of investments in securities and derivative instruments, if applicable, for Federal income tax purposes was as follows:
Aggregate gross unrealized appreciation |
$ | 2,581,836 | ||
Aggregate gross unrealized depreciation |
(7,365,217 | ) | ||
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|
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Net unrealized depreciation |
$ | (4,783,381 | ) | |
|
|
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Federal income tax cost of investments in securities and derivative instruments, if applicable |
$ | 65,968,119 | ||
|
|
See Notes to Portfolio of Investments.
55
EQ PREMIER VIP TRUST
NOTES TO PORTFOLIO OF INVESTMENTS
September 30, 2022 (Unaudited)
Note 1 Valuation
Securities for which market quotations are readily available are valued at their market value. All other securities are valued at their fair value, as determined in good faith by the Board of Trustees (the Board) of EQ Advisors Trust (the Trust). In accordance with Rule 2a-5 under the Investment Company Act of 1940, as amended, the Board has designated Equitable Investment Management Group, LLC (EIM), the investment adviser to the Trust, as its valuation designee (the Valuation Designee). As Valuation Designee, EIM, subject to the oversight of the Board, is responsible for making fair valuation determinations in accordance with procedures (the Pricing Procedures) approved by the Board. EIMs day-to-day responsibilities as Valuation Designee are performed by a valuation committee established by EIM (the Committee).
EIM has appointed Equitable Investment Management, LLC (Administrator) to oversee the calculation of the net asset value (NAV) of each series of the Trust (each, a Portfolio and collectively, the Portfolios) and their respective share classes. The Administrator has entered into a sub-administration agreement with JPMorgan Chase Bank, N.A. (the Sub-Administrator) to assist in performing certain duties, including the calculation of the Portfolios NAVs.
Due to the inherent uncertainty of the valuation of securities for which market quotations are not readily available, the fair value of such securities may differ significantly from the values that would have been used had a ready market for such securities existed. Various inputs are used in determining the value of each Portfolios assets or liabilities carried at fair value. These inputs are summarized in three broad levels below:
| Level 1 - quoted prices in active markets for identical assets |
| Level 2 - other significant observable inputs (including quoted prices of similar securities, interest rates, prepayment speeds, credit risk, etc.) |
| Level 3 - significant unobservable inputs (including the Portfolios own assumptions in determining the fair value of investments) |
A summary of inputs used to value each Portfolios assets and liabilities carried at fair value as of September 30, 2022, is included in the Portfolio of Investments for each Portfolio. Changes in valuation techniques may result in transfers in or out of an investments assigned level.
Transfers into and transfers out of Level 3 are included in the Level 3 reconciliation following the Portfolio of Investments for each Portfolio, if any. Transfers between levels may be due to a decline, or an increase, in market activity (e.g., frequency of trades), which may result in a lack of, or increase in, available observable market inputs to determine price.
The inputs or methodology used to value securities are not necessarily an indication of the risk associated with investing in those securities. An investments level within the fair value hierarchy is based on the lowest level of any input, both individually and in the aggregate, that is significant to the fair value measurement.
The Committee has the ability to meet and review reports based on the valuation techniques used to value Level 3 securities. As part of a review, the Committee would consider obtaining updates from its pricing vendors for fair valued securities. For example, with respect to model driven prices, the Committee could receive reports regarding a review and recalculation of pricing models and related discounts. For those securities which are valued based on broker quotes, the Committee may evaluate variances between existing broker quotes and any alternative broker quotes or other pricing source.
To substantiate unobservable inputs used in a fair valuation, the Committee may perform an independent verification as well as additional research for fair value notifications received from the pricing agents. Among other factors, particular areas of focus may include: description of security, historical pricing, intra-day price movement, last trade information, corporate actions, related securities, any available company news and announcements, any available trade data or other information. The Committee also notes the materiality of holdings and price changes on a Portfolios NAV.
The Committee reviews and considers changes in value for all fair valued securities that have occurred since the last review.
In accordance with the Pricing Procedures, events or circumstances affecting the values of Portfolio securities that occur between the closing of their principal markets and the time the NAV is determined may be reflected in the Trusts calculation of a NAV for each applicable Portfolio when the Committee deems that the particular event or circumstance would materially affect such Portfolios NAV.
56
Accounting for Derivative Instruments:
Derivatives accounted for as hedging instruments must be disclosed separately from those that do not qualify for hedge accounting. Even though the Portfolios may use derivatives in an attempt to achieve an economic hedge, the Portfolios derivatives are not accounted for as hedging instruments because the Portfolios account for their derivatives at fair value and record any changes in fair value in current period earnings. All open derivative positions at period end are reflected on each respective Portfolios Portfolio of Investments.
For more information on each Portfolios policy regarding valuation of investments and other significant accounting policies, please refer to the Portfolios most recent semi-annual or annual report.
57